This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …

In this paper, we examine the comparative efficiency of 12 Islamic and conventional stock
markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA). The full …

This paper investigates the problem of the stock closing price forecasting for the stock
market. Based on existing two-stage fusion models in the literature, two new prediction …

This article re-examines the evidence of return predictability for three major US stock indices
using two recently developed data-driven tests, namely the automatic portmanteau Box …

In this paper, our goal is to examine the unit root null hypothesis in energy consumption for
Australian states and territory. We consider sectoral energy consumption for Australia and its …

This paper re-examines the efficient market hypothesis (EMH) in the Turkish stock market by
utilizing the recent developments in nonlinear unit root tests. To this end, we first employ the …

The aim of this paper is to analyse the causal link between monthly oil futures price changes
and a sub-grouping of S&P 500 stock index changes. The causal linkage between oil and …

This study examines the power law properties of 11 US credit and stock markets at the
industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal …

We examine the use of the random walk hypothesis on the BRICS stock indices. Our
examination of the stock indices uses a recently developed wavelet-based unit root test by …