A fractal analysis of world stock markets

Taro Ikeda ()
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Taro Ikeda: Graduate School of Economics, Kobe University

Economics Bulletin, 2017, vol. 37, issue 3, 1514-1532

Abstract: This paper provides a fractal analysis of world stock prices. We find that the majority of stock prices are fractal.

Keywords: Fractal geometry; Fractal market hypothesis; Efficient market hypothesis (search for similar items in EconPapers)
JEL-codes: E3 G1 (search for similar items in EconPapers)
Date: 2017-07-02
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