Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA

Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA

Abstract This study investigates the weak-form efficiency and asymmetric multifractal scaling behavior of rare earth stock indices in the global, U.S. and Chinese markets during the trade war and the COVID-19 period. We examine the scaling behavior across overall, upward (bullish), and downward (bea...

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Bibliographic Details
Main Authors: Pengbo Wan, Ghulam Mujtaba, Saira Ashfaq, Song Liangrong, Rana Muhammad Nasir
Format: Article
Language:English
Published: SpringerOpen 2025-01-01
Series:Financial Innovation
Subjects:
Rare earth stocks
Long memory
Efficiency
Asymmetric MF-DFA
COVID-19
Trade war
Online Access:https://doi.org/10.1186/s40854-024-00744-x
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