Market inefficiency spillover network across different regimes
Year of publication: |
2023
|
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Authors: | Yang, Jie ; Feng, Yun |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-14
|
Subject: | Market inefficiency spillover | Market regimes | Multifractal analysis | Network connectedness | Spillover-Effekt | Spillover effect | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Unternehmensnetzwerk | Business network | Netzwerkökonomik | Network economics |
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