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Economic Research-Ekonomska Istraživanja Volume 30, 2017 - Issue 1
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A new proposal for efficiency quantification of capital markets in the context of complex non-linear dynamics and chaos

Oprean CameliaFaculty of Economics, Department of Finance and Accounting, Lucian Blaga University, Sibiu, Romania
,
Tănăsescu CristinaFaculty of Economics, Department of Business Administration, Lucian Blaga University, Sibiu, RomaniaCorrespondence[email protected]
&
Bucur AmeliaFaculty of Science, Department of Mathematics and Informatics, Lucian Blaga University, Sibiu, Romania
Pages 1669-1692 | Received 10 Feb 2016, Accepted 16 Aug 2017, Published online: 12 Oct 2017

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Yang Qu & Pan Xiong. (2019) Empirical study on the efficiency of the stock index futures market from the information and functional perspectives – empirical evidence from China. Economic Research-Ekonomska Istraživanja 32:1, pages 3733-3753.
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Articles from other publishers (4)

Zouhaier Dhifaoui. (2021) Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets. South Asian Journal of Macroeconomics and Public Finance 11:1, pages 69-94.
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Vasile Brătian, Ana-Maria Acu, Diana Marieta Mihaiu & Radu-Alexandru Șerban. (2022) Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios. Mathematics 10:3, pages 309.
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Siyao Liu, Wei Fang, Xiangyun Gao, Ze Wang, Feng An & Shaobo Wen. (2020) Self-similar behaviors in the crude oil market. Energy 211, pages 118682.
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Jia-Yue Huang, Yun-Fei Cao, Hui-Ling Zhou, Hong Cao, Bao-Jun Tang & Nan Wang. (2018) Optimal Investment Timing and Scale Choice of Overseas Oil Projects: A Real Option Approach. Energies 11:11, pages 2954.
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