Purpose This study investigates the dynamic interdependence between Islamic and
conventional stock markets in the Gulf Cooperation Council (GCC) economies and the …

This paper investigates the multifractality and efficiency of stock markets in eight developed
(Canada, France, Germany, Italy, Japan, Switzerland, UK and USA) and two emerging (India …

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 …

This paper uses multifractal detrended fluctuation analysis to evaluate price efficiency
dynamics and relate them to stock price predictability in the Brazilian equity market. The …

This paper investigates the impact of stock market liberalization on entrepreneurship using
non-financial firm-level data from 2007 to 2022. The results show that increased stock …

In this article, we investigate the market efficiency of global stock markets using the
multifractal detrended fluctuation analysis methodology and analyze the results by dividing …

Literature is rife with studies on efficiency of stock markets and financial performance
aspects. One such aspect is the measurement of sectoral efficiency amongst stock markets …

The efficiency of the Fintech market is still an unverified issue. We aim to investigate the
Fintech market efficiency for four S&P Kensho Fintech indices using the multifractal …

This paper examines the daily return series of four main indices, including Shanghai Stock
Exchange Composite Index (SSE), Shenzhen Stock Exchange Component Index (SZSE) …

Much research has been undertaken in the Efficient Market Hypothesis (EMH) over the
preceding two decades. With Asian countries emerging as a global powerhouse in terms of …