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- W2904656275 abstract "Abstract This study investigates the time varying efficiency of five European GIPSI stock markets, compared to global and regional U.S. markets. Using the MF-DFA approach, we show evidence of long memory in both short and long term for all markets. Furthermore, the long memory is more pronounced in the long term than in the short term. Finally, Greece is the highest inefficient market, whatever is the time horizons, while Portugal and Ireland markets are the least inefficient in the short and long term, respectively. Global and regional stock markets are less efficient than GIPSI (except Greece) markets in the short term." @default.
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- W2904656275 date "2019-05-01" @default.
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- W2904656275 title "An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets" @default.
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- W2904656275 doi "https://doi.org/10.1016/j.qref.2018.12.001" @default.
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