Aslam, Faheem; Mohti, Wahbeeah; Ferreira, Paulo - In: International Journal of Financial Studies : open … 8 (2020) 2/31, pp. 1-13
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight … multifractality in European stock markets during the COVID-19 outbreak. Furthermore, based on multifractal properties, efficiency …