Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

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 …

We employ multifractal detrended fluctuation analysis (MF-DFA) to provide a first look at the
efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 …

This paper analyzes the effect of the Russia–Ukraine conflict on the crude oil market and the
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …

This study assesses the efficiency of Bitcoin market compared to gold, stock and foreign
exchange markets. By applying a MF-DFA approach, the study found that the long-memory …

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 …

In this research, we study the multifractality, long-memory process, and efficiency hypothesis
of six major cryptocurrencies (Bitcoin, Ethereum, Monero, Dash, Litecoin, and Ripple) using …

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) …

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 …