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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2020-01-01
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Series: | Ekonomska Istraživanja |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/1331677X.2020.1758185 |