Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach

Yun-Jung Lee; Xuan Vinh Vo; Seong Min Yoon

Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach

Yun-Jung Lee, Xuan Vinh Vo, Seong Min Yoon

Economics & Finance

نتاج البحث: المساهمة في مجلة › Article › مراجعة النظراء

اللغة الأصلية	English
دورية	North American Journal of Economics and Finance
حالة النشر	Published - 2021

قم بذكر هذا

Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. / Yun-Jung Lee; Xuan Vinh Vo; Seong Min Yoon.
في: North American Journal of Economics and Finance, 2021.

نتاج البحث: المساهمة في مجلة › Article › مراجعة النظراء

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title = "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach",

author = "Walid Mensi and {Yun-Jung Lee} and {Xuan Vinh Vo} and {Seong Min Yoon}",

year = "2021",

language = "English",

journal = "North American Journal of Economics and Finance",

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T1 - Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach

AU - Mensi, Walid

AU - Yun-Jung Lee

AU - Xuan Vinh Vo

AU - Seong Min Yoon

PY - 2021

Y1 - 2021

M3 - Article

SN - 1062-9408

JO - North American Journal of Economics and Finance

JF - North American Journal of Economics and Finance

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