Efficient Market Hypothesis in European Stock Markets [PDF]
This paper reports the results of tests on the weak-form market efficiency applied to stock market indexes of France, Germany, UK, Greece, Portugal and Spain, from January 1993 to December 2007. We use a serial correlation test, a runs test, an augmented
Maria Rosa Borges
core
Cross-correlation and multifractality analysis of the Chinese and American stock markets based on the MF-DCCA model. [PDF]
HeliyonChen Y, Zhang JH, Lu L, Xie ZM.
europepmc +1 more source
Interplay of multifractal dynamics between shadow policy rates and stock markets. [PDF]
Heliyon, 2023 Aslam F, Mohti W, Ali H, Ferreira P.
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Strategic Risk Based Forecasting of Brent Crude Oil Prices: A Comparative Analysis of Econometric and Machine Learning Models. [PDF]
Entropy (Basel)Yılmaz TE, Zehir C.
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Skewed multifractal scaling of stock markets during the COVID-19 pandemic. [PDF]
Chaos Solitons Fractals, 2023 Saâdaoui F.
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The efficient market hypothesis and identification in structural VARs [PDF]
Structural vector autoregression (SVAR) models are commonly used to investigate the effect of structural shocks on economic variables. The identifying restrictions imposed in many of these exercises have been criticized in the literature.
Daniel L. Thornton, Lucio Sarno
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Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]
Entropy (Basel)Georgescu I, Kinnunen J.
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Mercury Bonding to Xerogel: The Interface Fractal Dynamics of the Interaction between Two Complex Systems. [PDF]
Gels, 2023 Paun MA, Paun VA, Paun VP.
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Painting psychosis: an empirical investigation of the self-portraits of Edvard Munch. [PDF]
Front PsychiatryBettelheim EC +3 more
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Harnessing Bacterial Lipid Coatings on Gold Nanoparticles for Enhanced Cell Adhesion Applications. [PDF]
Small SciGharehgozlo S +16 more
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