Work

Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2019.122035

Authors: Jian Liu, Cheng Cheng, Xianglin Yang, Lizhao Yan, Yongzeng Lai

Institutions: Changsha University of Science and Technology, Wuhan University, Hunan Normal University, Wilfrid Laurier University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Hunan Province, Health Systems Research Institute, Scientific Research Foundation of Hunan Provincial Education Department

Awards: 随机影响下供应链库存系统动力学行为分析与控制研究, G5933880886, G6990861172, 不完全市场下碳配额期货定价研究, G8943058920

OpenAlex ID: W2961957728

FWCI: 7.273

Cites: 54

Cited by: 40

Related to: 10