The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index

► I investigated the global maximum of the Warsaw Stock Exchange WIG20 index. ► Using the local DFA, I examined the level of anti-correlation near the maximum. ► The analysis was applied to the share price evolution for variable DFA parameters. ► For many values of parameters, the evidence of anti-correlation was pointed out. ► The analysis was made for relatively small and young Stock Exchange.