Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
A review of Islamic stock market, growth and real-estate finance literature
A review of Islamic stock market, growth and real-estate finance literature | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …
How the cryptocurrency market has performed during COVID 19? A multifractal analysis
Cryptocurrency markets are complex systems based on speculation. Where investors
interact using strategies that generate some biases responsible for endogenous instabilities …
interact using strategies that generate some biases responsible for endogenous instabilities …
Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
Motivated by the lack of research on price efficiency dynamics of green bonds and the
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …
Asymmetric efficiency of cryptocurrencies during COVID19
In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
Herding behavior during the COVID-19 pandemic: A comparison between Asian and European stock markets based on intraday multifractality
With the spread of Covid-19, investors' expectations changed during 2020, as well as
financial markets' policy responses and the structure of global financial intermediation itself …
financial markets' policy responses and the structure of global financial intermediation itself …
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
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 …
markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA). The full …
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?
G Gajardo, WD Kristjanpoller, M Minutolo - Chaos, Solitons & Fractals, 2018 - Elsevier
We applied MF-ADCCA to analyze the presence and asymmetry of the cross-correlations
between the major currency rates and Bitcoin, and the Dow Jones Industrial Average (DJIA) …
between the major currency rates and Bitcoin, and the Dow Jones Industrial Average (DJIA) …
Evidence of intraday multifractality in European stock markets during the recent coronavirus (COVID-19) outbreak
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday
multifractal properties of eight European stock markets by using five-minute index data …
multifractal properties of eight European stock markets by using five-minute index data …
Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
This study examines market co-movements in Islamic and mainstream equity markets across
different regions in order to discover contagion during 9 major crises and to measure …
different regions in order to discover contagion during 9 major crises and to measure …