Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000316191> ?p ?o ?g. }
- W2000316191 endingPage "99" @default.
- W2000316191 startingPage "86" @default.
- W2000316191 abstract "An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development." @default.
- W2000316191 created "2016-06-24" @default.
- W2000316191 creator A5025424509 @default.
- W2000316191 creator A5037622980 @default.
- W2000316191 creator A5037748655 @default.
- W2000316191 creator A5063099219 @default.
- W2000316191 date "2014-08-01" @default.
- W2000316191 modified "2023-10-02" @default.
- W2000316191 title "An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA" @default.
- W2000316191 cites W1548439805 @default.
- W2000316191 cites W1552362148 @default.
- W2000316191 cites W1559048476 @default.
- W2000316191 cites W1966704902 @default.
- W2000316191 cites W1970029904 @default.
- W2000316191 cites W1974998144 @default.
- W2000316191 cites W1981587071 @default.
- W2000316191 cites W1990085418 @default.
- W2000316191 cites W2000171172 @default.
- W2000316191 cites W2003677026 @default.
- W2000316191 cites W2010549601 @default.
- W2000316191 cites W2010802592 @default.
- W2000316191 cites W2017821362 @default.
- W2000316191 cites W2022143041 @default.
- W2000316191 cites W2026712034 @default.
- W2000316191 cites W2038341664 @default.
- W2000316191 cites W2043800282 @default.
- W2000316191 cites W2046130697 @default.
- W2000316191 cites W2061705762 @default.
- W2000316191 cites W2071602085 @default.
- W2000316191 cites W2075430900 @default.
- W2000316191 cites W2089556049 @default.
- W2000316191 cites W2091050370 @default.
- W2000316191 cites W2092510728 @default.
- W2000316191 cites W2094385112 @default.
- W2000316191 cites W2110905102 @default.
- W2000316191 cites W2115844007 @default.
- W2000316191 cites W2145140171 @default.
- W2000316191 cites W2153225378 @default.
- W2000316191 cites W2157702779 @default.
- W2000316191 cites W2171984983 @default.
- W2000316191 cites W2234501989 @default.
- W2000316191 cites W2626338623 @default.
- W2000316191 cites W3121759882 @default.
- W2000316191 cites W3121987147 @default.
- W2000316191 cites W3123598380 @default.
- W2000316191 cites W3124032356 @default.
- W2000316191 cites W3124695287 @default.
- W2000316191 cites W3124803532 @default.
- W2000316191 cites W4253239620 @default.
- W2000316191 cites W4362227105 @default.
- W2000316191 doi "https://doi.org/10.1016/j.physa.2014.03.091" @default.
- W2000316191 hasPublicationYear "2014" @default.
- W2000316191 type Work @default.
- W2000316191 sameAs 2000316191 @default.
- W2000316191 citedByCount "128" @default.
- W2000316191 countsByYear W20003161912014 @default.
- W2000316191 countsByYear W20003161912015 @default.
- W2000316191 countsByYear W20003161912016 @default.
- W2000316191 countsByYear W20003161912017 @default.
- W2000316191 countsByYear W20003161912018 @default.
- W2000316191 countsByYear W20003161912019 @default.
- W2000316191 countsByYear W20003161912020 @default.
- W2000316191 countsByYear W20003161912021 @default.
- W2000316191 countsByYear W20003161912022 @default.
- W2000316191 countsByYear W20003161912023 @default.
- W2000316191 crossrefType "journal-article" @default.
- W2000316191 hasAuthorship W2000316191A5025424509 @default.
- W2000316191 hasAuthorship W2000316191A5037622980 @default.
- W2000316191 hasAuthorship W2000316191A5037748655 @default.
- W2000316191 hasAuthorship W2000316191A5063099219 @default.
- W2000316191 hasConcept C105795698 @default.
- W2000316191 hasConcept C106159729 @default.
- W2000316191 hasConcept C120936955 @default.
- W2000316191 hasConcept C133905733 @default.
- W2000316191 hasConcept C134306372 @default.
- W2000316191 hasConcept C149782125 @default.
- W2000316191 hasConcept C162324750 @default.
- W2000316191 hasConcept C166957645 @default.
- W2000316191 hasConcept C205649164 @default.
- W2000316191 hasConcept C21689155 @default.
- W2000316191 hasConcept C2524010 @default.
- W2000316191 hasConcept C2779343474 @default.
- W2000316191 hasConcept C2780299701 @default.
- W2000316191 hasConcept C29368100 @default.
- W2000316191 hasConcept C29912722 @default.
- W2000316191 hasConcept C33923547 @default.
- W2000316191 hasConcept C40636538 @default.
- W2000316191 hasConcept C4445939 @default.
- W2000316191 hasConcept C96835011 @default.
- W2000316191 hasConcept C99844830 @default.
- W2000316191 hasConceptScore W2000316191C105795698 @default.
- W2000316191 hasConceptScore W2000316191C106159729 @default.
- W2000316191 hasConceptScore W2000316191C120936955 @default.
- W2000316191 hasConceptScore W2000316191C133905733 @default.
- W2000316191 hasConceptScore W2000316191C134306372 @default.
- W2000316191 hasConceptScore W2000316191C149782125 @default.
- W2000316191 hasConceptScore W2000316191C162324750 @default.
- W2000316191 hasConceptScore W2000316191C166957645 @default.