Fintech market efficiency: A multifractal detrended fluctuation analysis

Keshab Shrestha; Babak Naysary; Sheena Sara Suresh Philip

doi:10.1016/j.frl.2023.103775

Fintech market efficiency: A multifractal detrended fluctuation analysis

Keshab Shrestha
, Babak Naysary^*
, Sheena Sara Suresh Philip

^*Corresponding author for this work

Monash University Malaysia

Research output: Contribution to journal › Article › peer-review

17 Citations (SciVal)

Original language	English
Article number	103775
Journal	Finance Research Letters
Volume	54
DOIs	https://doi.org/10.1016/j.frl.2023.103775
Publication status	Published (VoR) - 11 Mar 2023

Keywords

Fintech
Market efficiency
MF-DFA

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10.1016/j.frl.2023.103775Licence: CC BY

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title = "Fintech market efficiency: A multifractal detrended fluctuation analysis",

keywords = "Fintech, Market efficiency, MF-DFA",

author = "Keshab Shrestha and Babak Naysary and Philip, \{Sheena Sara Suresh\}",

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year = "2023",

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doi = "10.1016/j.frl.2023.103775",

language = "English",

volume = "54",

journal = "Finance Research Letters",

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TY - JOUR

T1 - Fintech market efficiency

T2 - A multifractal detrended fluctuation analysis

AU - Shrestha, Keshab

AU - Naysary, Babak

AU - Philip, Sheena Sara Suresh

PY - 2023/3/11

Y1 - 2023/3/11

KW - Fintech

KW - Market efficiency

KW - MF-DFA

UR - https://www.scopus.com/pages/publications/85150283136

UR - https://www.scopus.com/pages/publications/85150283136#tab=citedBy

UR - https://www.open-access.bcu.ac.uk/15155/

U2 - 10.1016/j.frl.2023.103775

DO - 10.1016/j.frl.2023.103775

M3 - Article

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SN - 1544-6123

VL - 54

JO - Finance Research Letters

JF - Finance Research Letters

M1 - 103775

ER -

Fintech market efficiency: A multifractal detrended fluctuation analysis

Keywords

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