On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
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 …
efficiency of forex markets during the initial period of the ongoing coronavirus disease 2019 …
Comparative efficiency of green and conventional bonds pre-and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
Motivated by the lack of research on price efficiency dynamics of green bonds and the
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …
impact of the COVID-19 on the pricing of fixed-income securities, this study investigates the …
Asymmetric efficiency in petroleum markets before and during COVID-19
Petroleum markets encountered exceptional challenges during the outbreak period. In this
backdrop, the price dynamics in petroleum markets were also significantly influenced by …
backdrop, the price dynamics in petroleum markets were also significantly influenced by …
Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries
M Huang, W Shao, J Wang - Resources Policy, 2023 - Elsevier
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 …
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …
Asymmetric efficiency of cryptocurrencies during COVID19
In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …
Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
SY Choi - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
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 …
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …
Evidence of intraday multifractality in European stock markets during the recent coronavirus (COVID-19) outbreak
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 …
multifractal properties of eight European stock markets by using five-minute index data …
Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
In the backdrop of the recent COVID-19 pandemic, the study examines the comparative
asymmetric efficiency of dirty and clean energy markets pre and during the COVID-19 …
asymmetric efficiency of dirty and clean energy markets pre and during the COVID-19 …
[HTML][HTML] Behavioural finance perspectives on Malaysian stock market efficiency
This paper provides historical, theoretical, and empirical syntheses in understanding the
rationality of investors, stock prices, and stock market efficiency behaviour in the theoretical …
rationality of investors, stock prices, and stock market efficiency behaviour in the theoretical …
Regional imbalances of market efficiency in China's pilot emission trading schemes (ETS): A multifractal perspective
China's emission trading schemes (ETS) have caused great concern worldwide. Exploring
the regional imbalance of market efficiency in China's pilot ETS is a crucial task. We use …
the regional imbalance of market efficiency in China's pilot ETS is a crucial task. We use …