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Published in 2021 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101537
Abstract: In this paper, we aim to investigate the influence of the Covid-19 on the behavior of the S&P 1200 Shariah and non-Shariah sectoral indices over the period from 1st October 2010 to 29th October 2020.…
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Keywords:
pandemic affect;
sectoral indices;
indices covid;
affect faith ... See more keywords
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Published in 2021 at "Fractals"
DOI: 10.1142/s0218348x2150198x
Abstract: In this paper, we analyze 26 Chinese sectoral indices and evaluate the effects of the crisis caused by COVID-19 on its efficiency. We calculated the degree of multifractality in the pre- and post-COVID-19 period and…
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Keywords:
multifractal analysis;
effects covid;
sectoral indices;
chinese sectoral ... See more keywords