This study assesses the market efficiency of S&P 500 Index, gold, Bitcoin and US Dollar
Index during the extreme event of COVID-19 pandemic. Market efficiency is estimated by a …

From a market efficiency perspective, this study investigates the performance of sustainable
markets under oil price shocks, including green bonds, clean energy, and carbon futures …

When prices reflect all available information, the price dynamics is a martingale and the
market is said to be efficient. However, much empirical evidence supports the conclusion …

This paper presents a comprehensive multiscale analysis of volatility spillover mechanisms
among diverse financial markets utilizing a novel combination of Normalized Adaptive …

Considering that both the entropy-based market information and the Hurst exponent are
useful tools for determining whether the efficient market hypothesis holds for a given asset …

We analyze the time evolution of systemic risk in Europe by using different entropy
measures and construct a new early warning indicator for banking crises. The analysis is …

Purpose The purpose of this paper is to present the Islamic stock and Sukuk market
efficiency and focus on the presence of investor herding behaviour (HB) captured by Hurst …

This paper examines the effects of financial crises on foreign exchange (FX) markets, where
entropy evolution is measured for different exchange rates, using the time-dependent block …

We measure stock market efficiency by drawing the comprehensive sample from Asia,
Europe, Africa, North–South America, and Pacific Ocean regions and rank the cross …

This work proposed an approach to test the efficient market hypothesis (EMH) based on the
singular value decomposition (SVD) entropy. The entropy is computed from the singular …