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Measuring capital market efficiency: Global and local correlations structure

Ladislav Krištoufek, Miloslav Vošvrda

Physica A Statistical Mechanics and its Applications · 2012 · 183 citations · 48 references

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References

48

The Fractal Geometry of Nature.

Colin Sparrow, B. B. Mandelbrot · Journal of the Royal Statistical Society Series A (General) · 1984 · 14.8K citations

, , +3

Fractional Brownian Motions, Fractional Noises and Applications

Benoît B. Mandelbrot, John W. Van Ness · SIAM Review · 1968 · 7.7K citations

, , +9

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

, , +15

The Fractal Geometry of Nature

Benoît B. Mandelbrot, Paul Longley · 1982 · 5.5K citations

, , +7

Efficient Capital Markets: II

Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text

, , +12