Stock market trading volumes and economic uncertainty dependence: before and during Sino-U.S. trade friction

This article mainly studies the interaction between the economic uncertainty and stock market trading volumes changes before and during Sino-U.S. trade friction using multifractal detrended fluctuation analysis (M.F.-D.F.A.) and multifractal detrended cross-correlation analysis (M.F.-D.C.C.A.). Our...

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Bibliographic Details
Main Authors: Yuxin Cai, Yuyu Tao, Zhengxuan Yan
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Ekonomska Istraživanja
Subjects:
Online Access:http://dx.doi.org/10.1080/1331677X.2020.1758185