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The troika of business cycle, efficiency and volatility. An East Asian perspective. (2015). Rizvi, Syed Aun R. ; Rizvi, Syed Aun R., ; Arshad, Shaista.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:419:y:2015:i:c:p:158-170.

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  1. The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie.
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  2. Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
    In: JRFM.
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  3. Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency. (2020). Rizvi, Syed Aun R. ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista.
    In: Finance Research Letters.
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  4. UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista.
    In: Bulletin of Monetary Economics and Banking.
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  5. SME investment best strategies. Outliers for assessing how to optimize performance. (2018). Ausloos, Marcel ; Castellano, Nicola G ; Bartolacci, Francesca ; Cerqueti, Roy.
    In: Physica A: Statistical Mechanics and its Applications.
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  6. A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed .
    In: Emerging Markets Review.
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  7. Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed .
    In: Economic Modelling.
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  8. Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?. (2018). Kristjanpoller, Werner D ; Gajardo, Gabriel ; Minutolo, Marcel .
    In: Chaos, Solitons & Fractals.
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  9. How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market. (2018). Gronwald, Marc ; Sattarhoff, Cristina.
    In: CESifo Working Paper Series.
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  10. Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista.
    In: Physica A: Statistical Mechanics and its Applications.
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  11. Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista.
    In: Economic Papers.
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  12. Is momentum trading profitable from Shariah compliant stocks?. (2016). Rashid, Mamunur ; Ee, Mong Shan ; Li, Bob.
    In: Review of Financial Economics.
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  13. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista.
    In: Review of Financial Economics.
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  14. Is momentum trading profitable from Shariah compliant stocks?. (2016). Rashid, Mamunur ; Ee, Mong Shan ; Li, Bob.
    In: Review of Financial Economics.
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  15. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed .
    In: Review of Financial Economics.
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  16. Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John.
    In: Physica A: Statistical Mechanics and its Applications.
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  17. Long memory and multifractality: A joint test. (2016). Onali, Enrico ; Goddard, John.
    In: Papers.
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    RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844.

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  23. Are crude oil spot and futures prices cointegrated? Not always!. (2013). Wu, Chongfeng ; Wang, Yudong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:641-650.

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  24. An empirical estimation for mean-reverting coal prices with long memory. (2013). Sun, QI ; Xiao, Weilin ; Xu, Weijun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:174-181.

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  25. Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Papers.
    RePEc:arx:papers:1309.1492.

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  26. The Long Memory Property of Hungarian Market Pig Prices: A Comparison of Three Different Methods. (2012). Chaitip, Prasert ; Chaiboonsri, Chukiat ; Kovacs, Sandor ; Balogh, Peter.
    In: Annals of the University of Petrosani, Economics.
    RePEc:pet:annals:v:12:y:2012:i:3:p:123-138.

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  27. A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application. (2012). He, Ling-Yun ; Qian, Wen-Bin .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:14:p:3770-3782.

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  28. Long memory in energy futures markets: Further evidence. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272.

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  29. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2289-2297.

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  30. A study of Shanghai fuel oil futures price volatility based on high frequency data: Long-range dependence, modeling and forecasting. (2012). Wan, Jieqiu ; Liu, LI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2245-2253.

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  31. What can we learn from the history of gasoline crack spreads?: Long memory, structural breaks and modeling implications. (2012). Wang, Yudong ; Wu, Chongfeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:349-360.

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  32. Informational Efficiency in Futures Markets for Crude Oil. (2012). Weber, Christoph ; Fritz, Andreas.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1103.

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  33. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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  34. The asymptotic behavior of the R/S statistic for fractional Brownian motion. (2011). Carriquiry, Alicia ; Kliemann, Wolfgang ; Yu, Cindy .
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:1:p:83-91.

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  35. Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil. (2011). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:5:p:864-875.

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  36. A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Wan, Jieqiu ; Liu, LI.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:21:p:3754-3766.

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  37. Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Wu, Chongfeng ; Pan, Zhiyuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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  38. Analysis of the efficiency of the Shanghai stock market: A volatility perspective. (2011). Wang, Yudong ; Fei, Fangyu ; Lin, Xiaoqiang .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3486-3495.

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  39. Forecasting volatility in Shanghai and Shenzhen markets based on multifractal analysis. (2011). Wu, Chongfeng ; Chen, Hongtao .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:16:p:2926-2935.

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  40. Multiscale entropy analysis of crude oil price dynamics. (2011). Rodriguez, Eduardo ; Escarela-Perez, Rafael ; Alvarez-Ramirez, Jose ; Martina, Esteban .
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:5:p:936-947.

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  41. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927.

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  42. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00507822.

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  43. Government size, composition, volatility and economic growth. (2010). Furceri, Davide ; Afonso, Antonio.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:26:y:2010:i:4:p:517-532.

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  44. Analysis of market efficiency for the Shanghai stock market over time. (2010). Wang, Yudong ; Gu, Rongbao ; Liu, LI ; Cao, Jianjun .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:8:p:1635-1642.

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  45. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:7:p:1434-1444.

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  46. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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  47. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:16:p:3218-3229.

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  48. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Chen, Hongtao ; Gu, Rongbao .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2805-2815.

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  49. Time-varying predictability in crude-oil markets: the case of GCC countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, ; Dinh, Thanh Huong .
    In: Energy Policy.
    RePEc:eee:enepol:v:38:y:2010:i:8:p:4371-4380.

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  50. Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern. (2010). Alvarez, Jesus ; Solis, Ricardo ; Alvarez-Ramirez, Jose .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:993-1000.

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  51. Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis. (2010). Wang, Yudong ; Liu, LI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:5:p:987-992.

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  52. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-00771081.

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  53. Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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  54. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
    RePEc:eee:enepol:v:37:y:2009:i:11:p:4267-4272.

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  55. Cross-country differences in stock market development : a cultural view. (2002). de Jong, Eelke ; Semenov, Radislav .
    In: Research Report.
    RePEc:gro:rugsom:02e40.

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