Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 pandemic. [PDF]
Heliyon, 2023 Memon BA +3 more
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The roles of liquidity and delay in financial markets based on an optimal forecasting model. [PDF]
PLoS One, 2023 Yang GH, Ma SQ, Bian XD, Li JC.
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, 2006 This paper focuses on two major arguments the momentum effect and market-learns hypothesis concerning the validity of the Efficient Market Hypothesis are summarized. Six empirical experiments with 12 U.S. Industry Portfolio are conducted. They not only provide the evidence against some of the EMH assumptions, but also aim to address the formation of ...
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The adaptive market hypothesis and high frequency trading. [PDF]
PLoS One, 2021 Meng K, Li S.
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Study on the linkage between macro policy and market effectiveness in China's stock market: Based on run test of China's stock market index. [PDF]
PLoS One, 2023 Liu M +6 more
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Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices. [PDF]
Entropy (Basel), 2022 Xu C, Ke J, Peng Z, Fang W, Duan Y.
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The impact of patent activity on idiosyncratic volatility in U.S. pharmaceutical companies. [PDF]
PLoS OneAtilgan E +4 more
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Efficiency of the Moscow Stock Exchange before 2022. [PDF]
Entropy (Basel), 2022 Shternshis A, Mazzarisi P, Marmi S.
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Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
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Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]
PLoS OneKurth JG, Majewski AA, Bouchaud JP.
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