Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis
In this article, we investigate the market efficiency of global stock markets using the multifractal detrended fluctuation analysis methodology and analyze the results by dividing them into developed, emerging, and frontier groups. The static analysis results reveal that financially advanced countri...
| Main Authors: | , |
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| 格式: | 文件 |
| 语言: | English |
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MDPI AG
2023-06-01
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| 丛编: | Fractal and Fractional |
| 主题: | |
| 在线阅读: | https://www.mdpi.com/2504-3110/7/6/478 |