Work

Fractal analysis of market (in)efficiency during the COVID-19

Year: 2020

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2020.101851

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

Institutions: Università degli studi di Cassino e del Lazio Meridionale, New York University, Sapienza University of Rome

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3100340568

FWCI: 6.645

Cites: 44

Cited by: 50

Related to: 10