Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability
Leandro dos Santos Maciel
| Year of publication: |
2023
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|---|---|
| Authors: | Maciel, Leandro S. |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 58.2023, p. 1-25
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| Subject: | Price efficiency | stock markets | Multifractal detrended fluctuation analysis | Forecasting | COVID-19 pandemic | Coronavirus | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Brasilien | Brazil | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2023.100887 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631406