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We divided the whole series of Shenzhen stock market into two sub-series at the criterion of the date of a reform and their scale behaviors are investigated using multifractal detrended fluctuation analysis (MF-DFA). Employing the method of rolling window, we find that Shenzhen stock market was...
Persistent link: https://www.econbiz.de/10003936608
In this paper, we analyze market efficiency for the Shanghai stock market over time using a model-free method known as multifractal detrended fluctuation analysis. Through analyzing the change of scale behavior, we find that the price-limited reform improved the efficiency in the long term, but...
Persistent link: https://www.econbiz.de/10010872297
Persistent link: https://www.econbiz.de/10008891783
We divided the whole series of Shenzhen stock market into two sub-series at the criterion of the date of a reform and their scale behaviors are investigated using multifractal detrended fluctuation analysis (MF-DFA). Employing the method of rolling window, we find that Shenzhen stock market was...
Persistent link: https://www.econbiz.de/10008482962
Persistent link: https://www.econbiz.de/10009425590
Persistent link: https://www.econbiz.de/10011660491
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Persistent link: https://www.econbiz.de/10009882482
Silicon (Si) plays an essential role in the biogeochemistry of rivers. Despite decades of research, how damming, eutrophication and climate change alters the DSi abundance and flux is still poorly characterized. Here, we explore the long-term changes in Si transport by the Changjiang (Yangtze)...
Persistent link: https://www.econbiz.de/10013301354