Time Evolution of Market Efficiency and Multifractality of the Japanese Stock Market
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- Birau Ramona & Filip Robert Dorin & Lupu (Filip) Gabriela Ana Maria & Simion Mircea Laurentiu & Florescu Ion, 2023. "An Empirical Analysis Regarding The Behavior Of The Asian Stock Markets Under The Impact Of Turbulent Events: A Case Study For Japan," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 5, pages 90-98, October.
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Keywords
market efficiency; multifractality; generalized Hurst exponent; efficient market hypothesis; adaptive market hypothesis; Japanese Big Bang;All these keywords.
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