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A New Look at Calendar Anomalies: Multifractality and Day-of-the-Week Effect
Stock markets can become inefficient due to calendar anomalies known as the day-of-the-week effect. Calendar anomalies are well known in the financial literature, but the phenomena remain to be explored in econophysics. This paper uses multifractal analysis to evaluate if the temporal dynamics of ma...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9031867/ https://www.ncbi.nlm.nih.gov/pubmed/35455225 http://dx.doi.org/10.3390/e24040562 |