Search Results - subject:"MF"

Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets

Abdullah, Mohammad; Chowdhury, Mohammad Ashraful Ferdous; … - In: Global finance journal 64 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015423182

A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic

Raza, Syed Ali; Shah, Nida; Suleman, Muhammed Tahir - In: International economics : the quarterly journal in … 177 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014534617

How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality

Salis, Eduardo Amorim Vilela de; Maciel, Leandro S. - In: Quantitative finance 23 (2023) 11, pp. 1637-1658

Persistent link: https://www.econbiz.de/10014419183

The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey : a comparative analysis with COVID-19 outbreak and the global financial crisis

Erer, Deniz; Erer, Elif; Güngör, Selim - In: Financial innovation : FIN 9 (2023) 1, pp. 1-25

This study aims to examine the time-varying efficiency of the Turkish stock market's major stock index and eight sectoral indices, including the industrial, financial, service, information technology, basic metals, tourism, real estate investment, and chemical petrol plastic, during the COVID-19...

Persistent link: https://www.econbiz.de/10014289097

Does corporate reputation play a mediating role in the association between manufacturing companies' corporate social responsibility (CSR) and financial performance?

Zhang, Jing; Hossain, Gazi Md. Shakhawat; Badiuzzaman; … - In: Green finance : GF 5 (2023) 2, pp. 240-264

Persistent link: https://www.econbiz.de/10014451393

Exchange rate regime changes and market efficiency : an event study

Corzo, Teresa; Martin-Bujack, Karin; Portela, Jose; … - In: Journal of international financial markets, … 100 (2025), pp. 1-25

Persistent link: https://www.econbiz.de/10015405752

Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets

Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-18

multifractal detrended fluctuation analysis (MF-DFA). To better understand the relative changes in the efficiency of agriculture …

Persistent link: https://www.econbiz.de/10014332763

Analysis of the impact of COVID-19 pandemic on the intraday efficiency of agricultural futures markets

Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-18

multifractal detrended fluctuation analysis (MF-DFA). To better understand the relative changes in the efficiency of agriculture …

Persistent link: https://www.econbiz.de/10014284170

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

How the real estate indexes have performed during the COVID-19 crisis? : multifractal analysis revisited with wavelet

Zaouga, Ons; Loukil, Nadia - 2024

Persistent link: https://www.econbiz.de/10015393703

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