| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481307 | Physica A: Statistical Mechanics and its Applications | 2013 | 10 Pages |
Abstract
⺠Correlation analysis between multifractality and efficiency for the Shanghai stock market. ⺠Market efficiency is nonlinearly correlated with multifractality degree. ⺠Multifractality and efficiency are negatively correlated before equity division reforms. ⺠They are negatively correlated in the short-term after the equity division reforms. ⺠They are positively correlated in the long-term after the equity division reforms.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Rongbao Gu, Yanmin Shao, Qingnan Wang,