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 …

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 paper examines the daily return series of four main indices, including Shanghai Stock
Exchange Composite Index (SSE), Shenzhen Stock Exchange Component Index (SZSE) …

The efficiency of the Fintech market is still an unverified issue. We aim to investigate the
Fintech market efficiency for four S&P Kensho Fintech indices using the multifractal …

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 …

Emerging markets offer some of the world's most impactful investment possibilities for
investors concerned with addressing global climate and socioeconomic issues …

This paper examines the nature of time-varying systematic risk for both Islamic and non-
Islamic sectoral indices. The novelty lies in the analysis of behavioural changes in beta …

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 …

The literature lacks thorough and adequate evidence of the efficiency and herding behavior
of clean and renewable energy markets. Therefore, the key objective of this paper is to …

Purpose By testing the weak form of efficient market hypothesis (EMH) this study aims to
forecast the short-term stock prices of the US Dow and Jones environmental socially …