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Browsing Published Articles by Subject "Department of Management Science doi.org/10.1016/j.physa.2018.02.169"
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Sajid Ali; Syed Jawad Hussain Shahzad; Naveed Raza; Khamis Hamed Al-Yahyaee
(Bahria University Islamabad Campus, 2018)
In this paper, we examine the comparative efficiency of 12 Islamic and conventional stock markets counterparts using multifractal de-trended fluctuation analysis (MF-DFA). The full sample results indicate that developed ...