Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Walid Mensi, Ahmet Sensoy, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2022
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|---|---|
| Authors: | Mensi, Walid ; Sensoy, Ahmet ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-18
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| Subject: | COVID-19 | Predictability | A-MF-DFA | Efficient market hypothesis | Permutation entropy | Effizienzmarkthypothese | Coronavirus | Börsenkurs | Share price | Entropie | Entropy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101773 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539024