EconomiesEfficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries).
Bilal Ahmed Memon +4 more
doaj +1 more source
Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets
Frontiers in Applied Mathematics and StatisticsWe propose a dynamic fractional volatility model that incorporates a time-varying Hurst exponent estimated via Daubechies-4 wavelet analysis on 252-day rolling windows to capture evolving market memory effects in equity markets.
Abe Webb +4 more
doaj +1 more source
Expecting the Unexpected: Entropy and Multifractal Systems in Finance. [PDF]
Entropy (Basel), 2023 Orlando G, Lampart M.
europepmc +1 more source
Fractal dimension analysis of stock prices of selected resulting companies after mergers and acquisitions. [PDF]
Eur Phys J Spec Top, 2023 Verma SK, Kumar S.
europepmc +1 more source
The Complexity Behavior of Big and Small Trading Orders in the Chinese Stock Market. [PDF]
Entropy (Basel), 2023 Zhu Y, Fang W.
europepmc +1 more source
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. [PDF]
Financ Innov, 2023 Erer D, Erer E, Güngör S.
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.
europepmc +1 more source
Mercury Bonding to Xerogel: The Interface Fractal Dynamics of the Interaction between Two Complex Systems. [PDF]
Gels, 2023 Paun MA, Paun VA, Paun VP.
europepmc +1 more source
A novel portfolio construction strategy based on the core- periphery profile of stocks. [PDF]
Sci RepAnsari I, Sharma C, Agrawal A, Sahni N.
europepmc +1 more source