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

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	North American Journal of Economics and Finance
Publication status	Published - 2021

Cite this

@article{5ff1126d3c7c45b0960a7fc3bb214e99,

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",

issn = "1062-9408",

publisher = "Elsevier Inc.",

}

TY - JOUR

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

ER -