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• W4386002741 startingPage "100887" @default.
• W4386002741 abstract "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 main findings are (1) multifractality is confirmed before and after the coronavirus disease (COVID-19) pandemic, rejecting the random walk hypothesis; (2) stock returns are generally antipersistent, with large (small) values more likely to be followed by small (large) values; (3) after the pandemic, the efficiency of stocks traded in the Brazilian market decreases; and (4) a relation was verified between efficiency and predictability, finding the least efficient assets to be the most predictable." @default.
• W4386002741 created "2023-08-20" @default.
• W4386002741 creator A5049085341 @default.
• W4386002741 date "2023-11-01" @default.
• W4386002741 modified "2023-10-12" @default.
• W4386002741 title "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability" @default.
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• W4386002741 doi "https://doi.org/10.1016/j.gfj.2023.100887" @default.
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