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

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 conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

This paper examines renewable and technological prices' asymmetric multifractality and
efficiency in international and Chinese marketplaces. The asymmetric multifractal detrended …

This paper investigates the multifractality and efficiency of stock markets in eight developed
(Canada, France, Germany, Italy, Japan, Switzerland, UK and USA) and two emerging (India …

In this paper, we use the methods of Multifractal Detrended Fluctuation Analysis (MF-DFA)
and DFA based on generalized Hurst exponents to compare the relative efficiency between …

The primary objective of this paper is to assess the behavior of long memory in price,
volume, and price-volume cross-correlation series across structural breaks. The secondary …

This paper uses multifractal detrended fluctuation analysis to evaluate price efficiency
dynamics and relate them to stock price predictability in the Brazilian equity market. The …

This study examines the adaptive market hypothesis (AMH) in relation to time-varying
market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez …

This study assesses the multifractality and degree of efficiency regarding the following green
equity markets: Dow Jones Sustainability Index, S&P Global Clean Energy, Nasdaq OMX …