Coronavirus (COVID-19)—An epidemic or pandemic for financial markets
The novel Coronavirus disease (COVID-19) has quickly evolved from a provincial health
scare to a global meltdown. While it has brought nearly half the world to a standstill it has …
scare to a global meltdown. While it has brought nearly half the world to a standstill it has …
COVID-19: Media coverage and financial markets behavior—A sectoral inquiry
We analyze the relationship between sentiment generated by coronavirus-related news and
volatility of equity markets. The ongoing coronavirus outbreak (COVID-19) resulted in …
volatility of equity markets. The ongoing coronavirus outbreak (COVID-19) resulted in …
Flatten the curve and stock market liquidity–an inquiry into emerging economies
In this study, we focus on two dimensions of COVID-19 pandemic and their impact on
liquidity in emerging equity markets, the real human costs and the government response …
liquidity in emerging equity markets, the real human costs and the government response …
Financial market risks during the COVID-19 pandemic
This article examines the nature of time-varying systematic risk for both Islamic and non-
Islamic sectoral indices during COVID-19. The novelty lies in the analysis of behavioral …
Islamic sectoral indices during COVID-19. The novelty lies in the analysis of behavioral …
The dynamics of market efficiency of major cryptocurrencies
The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …
market informational efficiency given that cryptocurrencies and their underlying blockchain …
The footprints of Russia–Ukraine war on the intraday (in) efficiency of energy markets: a multifractal analysis
The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …
The (in) efficiency of nymex energy futures: A multifractal analysis
LHS Fernandes, FHA de Araújo, IEM Silva - Physica A: Statistical …, 2020 - Elsevier
We performed a systematic analysis to investigate the multifractal properties and Efficient
Market Hypothesis (EMH) in time series of volatility for NYMEX (New York Mercantile …
Market Hypothesis (EMH) in time series of volatility for NYMEX (New York Mercantile …
Modeling dynamic multifractal efficiency of US electricity market
The dramatic deregulatory reforms in US electricity markets increased competition, resulting
in more complex prices compared to other commodities. This paper aims to investigate and …
in more complex prices compared to other commodities. This paper aims to investigate and …
COVID-19 and the ASEAN stock market: A wavelet analysis of conventional and Islamic equity indices
Purpose The purpose of this study is to examine the impact of the COVID-19 pandemic on
Association of Southeast Asian Nations (ASEAN) Islamic and conventional equities …
Association of Southeast Asian Nations (ASEAN) Islamic and conventional equities …
The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis
F Aslam, F Nogueiro, M Brasil, P Ferreira… - Post-Communist …, 2021 - Taylor & Francis
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 …
stock markets by deploying five-minute index data ranging from December 2019 to May …