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 …

We investigated the presence and changes in, long memory features in the returns and
volatility dynamics of S&P 500 and London Stock Exchange using ARMA model. Recently …

This paper provides historical, theoretical, and empirical syntheses in understanding the
rationality of investors, stock prices, and stock market efficiency behaviour in the theoretical …

Literature is rife with studies on efficiency of stock markets and financial performance
aspects. One such aspect is the measurement of sectoral efficiency amongst stock markets …

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 …

This study analyses the intraday multifractal behaviour of three Central Eastern European
stock markets by deploying five-minute index data ranging from December 2019 to May …

Much research has been undertaken in the Efficient Market Hypothesis (EMH) over the
preceding two decades. With Asian countries emerging as a global powerhouse in terms of …

This paper attempts a novel approach in analysing the Japanese economy through a dual-
dimension analysis of its stock market, examining the efficiency and market integration …

The use of multifractal approaches has been growing because of the capacity of these tools
to analyze complex properties and possible nonlinear structures such as those in financial …