In this paper, the multifractality degree in a collection of developed and emerging stock
market indices is evaluated. Empirical results suggest that the multifractality degree can be …

We study the multifractal nature of daily price and volatility returns of Latin-American stock
markets employing the multifractal detrended fluctuation analysis. Comparing with the …

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 …

In this paper, we comprehensively investigate the multifractal scaling behavior and efficiency
of green finance markets, conventional equity indices and crude oil by index-based …

In this paper, we investigate the efficiency and multifractality of a gold market based on
multifractal detrended fluctuation analysis. Our evidence shows that the gold return series …

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

An efficient market has been theoretically proven to be a key component for effective and
efficient resource allocation in an economy. This paper incorporates econophysics with …

We examine the multifractal scaling behaviour and weak form market efficiency of clean
energy stock indices using an asymmetric MF-DFA. We find asymmetric multifractality in the …

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 analyze market efficiency for the Shanghai stock market over time using a
model-free method known as multifractal detrended fluctuation analysis. Through analyzing …