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The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies
Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5
We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies by using the method of wavelet leaders prior and during the COVID-19 pandemic. The obtained results from the analysis of scaling exponent functions and multifractal spectrums...
Persistent link: https://www.econbiz.de/10014505962
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Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
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Rise of the "tiger cub" economies : an empirical investigation of Southeast Asian stock market efficiency
Heng, Panha; Niblock, Scott J. - In: International journal of economics and business research 8 (2014) 4, pp. 474-489
Persistent link: https://www.econbiz.de/10011333195
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Test of random walk behavior in Karachi stock exchange
Mudassar, Muhammad; Ali, Arshad; Nawaz, Maryam; Shah, … - In: Pakistan journal of commerce and social sciences 7 (2013) 1, pp. 70-79
Study was carried out to check the random behavior of the Karachi Stock Exchange (KSE 100 Index) during the period of past three financial years to know whether investors could generate abnormal profits during the period or otherwise. Tests used were Runs Test, ADF Test, PP Test and...
Persistent link: https://www.econbiz.de/10010260231
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Measuring weak-form of market efficiency : the case of Dhaka stock exchange
Dulal Miah, Md.; Banik, Shubha Lal - In: International journal of financial services management … 6 (2013) 3, pp. 219-235
Persistent link: https://www.econbiz.de/10010338904
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The random-walk hypothesis on the Indian stock market
Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892
Persistent link: https://www.econbiz.de/10011561118
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Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization
Rufino, Cesar C. - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10010424582
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Price discovery and memory effects in infant African stock markets : evidence from Tanzania
Lukanima, Benedicto Kulwizira - In: International journal of economics and finance 6 (2014) 11, pp. 36-51
Persistent link: https://www.econbiz.de/10010438070
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Do the stock market indices follow random walk?
Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Asia-Pacific journal of management research and … 11 (2015) 4, pp. 251-273
Persistent link: https://www.econbiz.de/10011446488
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Do extreme market value ratios mean that the market is informationally inefficient? : a study of the Warsaw Stock Exchange
Karasiński, Jacek; Zduńczak, Patryk - In: Journal of economics & management 43 (2021) 1, pp. 206-224
Aim/purpose - The aim of this paper is to verify whether extremely high values of market value ratios are the symptoms of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co-occur with each other. Design/methodology/approach -...
Persistent link: https://www.econbiz.de/10013166614