Analysis of market efficiency for the Shanghai stock market over time

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 8, 2010, Pages 1635-1642

  Wang, Yudong ^a   Liu, Li ^a   Gu, Rongbao ^a   Cao, Jianjun ^a   Wang, Haiyan ^a  

^a NANJING UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

DME; Hurst exponents; Market efficiency; Multifractality degrees; Scale behavior

Indexed keywords

EFFICIENCY; FINANCIAL MARKETS; FRACTALS;

CHANGE OF SCALE; HURST EXPONENTS; MARKET EFFICIENCY; MODEL-FREE METHOD; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY DEGREES; SCALE BEHAVIOR; SHANGHAI STOCK MARKET;

COMMERCE;

EID: 74849131009     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.12.039     Document Type: Article

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