연구동향 분석

공매도와 주식시장의 효율성에 관한 연구: Multifractal 접근

윤병조 2022년

논문상세정보
인용/피인용
' 공매도와 주식시장의 효율성에 관한 연구: Multifractal 접근' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • MFDFA
  • Market efficiency
  • Multifractal
  • hurstexponent
  • short-selling
  • 공매도
  • 시장효율성
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
202 0

0.0%

' 공매도와 주식시장의 효율성에 관한 연구: Multifractal 접근' 의 참고문헌

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    Onali, E. [2009]
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    Chen, C. X. [2010]
  • Short changed? The market’s reaction to the short sale ban of 2008
    Gagnon, L. [2010]
  • Shackling short sellers : The 2008 shorting ban
    Boehmer, E. [2011]
  • Risk , uncertainty , and divergence of opinion
  • Ranking Efficiency for Emerging Equity Market
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    Laib, M. [2018]
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  • Long-term storage capacity of reservoirs.
  • Long-term Memories of Developed and Emerging Markets : using the Scaling Analysis to Characterize their Stage of Development
  • Long-range dependence and multifractality in the term structure of LIBOR interest rates
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    Hansson, F. [2008]
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    Bris, A. [2007]
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  • Analysis of efficiency for shenzhen stock market based on multifractal detrended fluctuation analysis
    Wang, Y. [2009]
  • A multifractal approach for stock market inefficiency
    Zunino, L. [2008]