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 …

This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices
based on upward and downward trends. We apply the Asymmetric Multifractal Detrended …

In recent years a new type of tradable assets appeared, generically known as
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …

This paper investigates the impact of the Russia-Ukraine conflict on the stock market
efficiency of six developed countries. The sample is composed of daily stock index data from …

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 …

This paper provides a brief historical review of the relationship between economics and
physics, beginning with Adam Smith being influenced by Isaac Newton's ideas up to the …

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 …

The most suitable paradigms and tools for investigating the scaling structure of financial time
series are reviewed and discussed in the light of some recent empirical results. Different …

In this paper, we present a comparative investigation of the multifractal properties of seven
Central and Eastern European (CEE) stock markets using recent financial data up to August …

This study examines the effect of the 2008 global financial crisis on the crude oil market. We
use the Hurst exponent, Shannon entropy, and the scaling exponent to characterize the …