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Unifractality and multifractality in the Italian stock market

Onali, Enrico; Goddard, John A. - In: International review of financial analysis 18 (2009) 4, pp. 154-163

Tests for the validity of the weak-form EMH in the Italian stock market are presented, based on examination of the fractal properties of the log returns series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or...

Persistent link: https://www.econbiz.de/10003921074

Self-affinity in financial asset returns

Goddard, John A.; Onali, Enrico - In: International review of financial analysis 24 (2012), pp. 1-11

Persistent link: https://www.econbiz.de/10009688189

Are European equity markets efficient? : new evidence from fractal analysis

Onali, Enrico; Goddard, John A. - In: International review of financial analysis 20 (2011) 2, pp. 59-67

Persistent link: https://www.econbiz.de/10009295902

Self-affinity in financial asset returns

Goddard, John; Onali, Enrico - In: International review of financial analysis 24 (2012), pp. 1-11

Persistent link: https://www.econbiz.de/10010046475

Unifractality and multifractality in the Italian stock market

Onali, Enrico; Goddard, John - In: International review of financial analysis 18 (2009) 4, pp. 154-164

Persistent link: https://www.econbiz.de/10008895021

Are European equity markets efficient? New evidence from fractal analysis

Onali, Enrico; Goddard, John - In: International review of financial analysis 20 (2011) 2, pp. 59-68

Persistent link: https://www.econbiz.de/10008927132

Unifractality and multifractality in the Italian stock market

Onali, Enrico; Goddard, John - In: International review of financial analysis 18 (2009) 4, pp. 154-163

Persistent link: https://www.econbiz.de/10008306636