Matches in SemOpenAlex for { <https://semopenalex.org/work/W3092042163> ?p ?o ?g. }
- W3092042163 endingPage "769" @default.
- W3092042163 startingPage "751" @default.
- W3092042163 abstract "ABSTRACTThis study analyses the intraday multifractal behaviour of three Central Eastern European stock markets by deploying five-minute index data ranging from December 2019 to May 2020. With the analysis of multifractality, we can evaluate the degree of efficiency of the stock markets analysed. We divided the whole sample into three different periods of about two months each. Data for the Czech Republic, Hungary and Poland are used and their behaviour is compared with Germany (as a benchmark of the European Union) and Italy and Spain (as the most affected countries by Covid-19 in Europe). For the analysis, we employ multifractal detrended fluctuation analysis after using seasonal-trend decompositions using the loess method. The results confirm that the degree of multifractality varies in the different periods, with increasing multifractality in February–March and a recovery in April–May. Furthermore, the behaviour of these stock markets shifted from persistent to anti-persistent.KEYWORDS: Covid-19efficiencyhigh-frequency datamultifractalitystock markets AcknowledgementsPaulo Ferreira acknowledges the financial support of Fundação para a Ciência e a Tecnologia (grants UIDB/05064/2020 and UIDB/04007/2020).Disclosure statementNo potential conflict of interest was reported by the authors.Supplementary materialSupplemental data for this article can be accessed here.Additional informationFundingThis work was supported by the Fundação para a Ciência e a Tecnologia [grants UIDB/05064/2020 and UIDB/04007/2020]." @default.
- W3092042163 created "2020-10-15" @default.
- W3092042163 creator A5001827181 @default.
- W3092042163 creator A5042189269 @default.
- W3092042163 creator A5050721371 @default.
- W3092042163 creator A5052354517 @default.
- W3092042163 creator A5071559180 @default.
- W3092042163 creator A5079661798 @default.
- W3092042163 creator A5080121079 @default.
- W3092042163 date "2020-10-07" @default.
- W3092042163 modified "2023-10-03" @default.
- W3092042163 title "The footprints of COVID-19 on Central Eastern European stock markets: an intraday analysis" @default.
- W3092042163 cites W1496824046 @default.
- W3092042163 cites W1576376749 @default.
- W3092042163 cites W1966596036 @default.
- W3092042163 cites W1970232882 @default.
- W3092042163 cites W1972710509 @default.
- W3092042163 cites W1981634312 @default.
- W3092042163 cites W1982793507 @default.
- W3092042163 cites W1985213975 @default.
- W3092042163 cites W2006852886 @default.
- W3092042163 cites W2020096285 @default.
- W3092042163 cites W2024163429 @default.
- W3092042163 cites W2031838071 @default.
- W3092042163 cites W2043528453 @default.
- W3092042163 cites W2049166637 @default.
- W3092042163 cites W2049400038 @default.
- W3092042163 cites W2057354277 @default.
- W3092042163 cites W2071602085 @default.
- W3092042163 cites W2083143024 @default.
- W3092042163 cites W2090585617 @default.
- W3092042163 cites W2139718369 @default.
- W3092042163 cites W2157702779 @default.
- W3092042163 cites W2168415552 @default.
- W3092042163 cites W2219334288 @default.
- W3092042163 cites W2286163714 @default.
- W3092042163 cites W2472654898 @default.
- W3092042163 cites W2735016445 @default.
- W3092042163 cites W2748821716 @default.
- W3092042163 cites W2763065660 @default.
- W3092042163 cites W2769716771 @default.
- W3092042163 cites W2795837588 @default.
- W3092042163 cites W2799948621 @default.
- W3092042163 cites W2809274349 @default.
- W3092042163 cites W2968834991 @default.
- W3092042163 cites W2998776350 @default.
- W3092042163 cites W3013308762 @default.
- W3092042163 cites W3016752284 @default.
- W3092042163 cites W3022416583 @default.
- W3092042163 cites W3026117698 @default.
- W3092042163 cites W3031664652 @default.
- W3092042163 cites W3039241132 @default.
- W3092042163 cites W3040884840 @default.
- W3092042163 cites W3043852299 @default.
- W3092042163 cites W3122566258 @default.
- W3092042163 cites W3123008052 @default.
- W3092042163 cites W4231546411 @default.
- W3092042163 doi "https://doi.org/10.1080/14631377.2020.1827202" @default.
- W3092042163 hasPublicationYear "2020" @default.
- W3092042163 type Work @default.
- W3092042163 sameAs 3092042163 @default.
- W3092042163 citedByCount "11" @default.
- W3092042163 countsByYear W30920421632021 @default.
- W3092042163 countsByYear W30920421632022 @default.
- W3092042163 countsByYear W30920421632023 @default.
- W3092042163 crossrefType "journal-article" @default.
- W3092042163 hasAuthorship W3092042163A5001827181 @default.
- W3092042163 hasAuthorship W3092042163A5042189269 @default.
- W3092042163 hasAuthorship W3092042163A5050721371 @default.
- W3092042163 hasAuthorship W3092042163A5052354517 @default.
- W3092042163 hasAuthorship W3092042163A5071559180 @default.
- W3092042163 hasAuthorship W3092042163A5079661798 @default.
- W3092042163 hasAuthorship W3092042163A5080121079 @default.
- W3092042163 hasConcept C106159729 @default.
- W3092042163 hasConcept C133905733 @default.
- W3092042163 hasConcept C134306372 @default.
- W3092042163 hasConcept C136764020 @default.
- W3092042163 hasConcept C138885662 @default.
- W3092042163 hasConcept C142724271 @default.
- W3092042163 hasConcept C149782125 @default.
- W3092042163 hasConcept C162324750 @default.
- W3092042163 hasConcept C166957645 @default.
- W3092042163 hasConcept C18547055 @default.
- W3092042163 hasConcept C204036174 @default.
- W3092042163 hasConcept C205649164 @default.
- W3092042163 hasConcept C2777382242 @default.
- W3092042163 hasConcept C2777842544 @default.
- W3092042163 hasConcept C2779134260 @default.
- W3092042163 hasConcept C2779343474 @default.
- W3092042163 hasConcept C2780299701 @default.
- W3092042163 hasConcept C2910001868 @default.
- W3092042163 hasConcept C3008058167 @default.
- W3092042163 hasConcept C33923547 @default.
- W3092042163 hasConcept C40636538 @default.
- W3092042163 hasConcept C41008148 @default.
- W3092042163 hasConcept C41895202 @default.
- W3092042163 hasConcept C524204448 @default.
- W3092042163 hasConcept C71924100 @default.