Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock
markets. The stock market information of the top 32 coronavirus affected economies (as of …

Crises in financial markets affect humans worldwide. Detailed market data on trading
decisions reflect some of the complex human behavior that has led to these crises. We …

As a form of cryptocurrency, the issue of informational efficiency of Bitcoin has received
much attention recently. We add to the literature by investigating nine forms of …

In this paper, a new coefficient is proposed with the objective of quantifying the level of cross-
correlation between nonstationary time series. This cross-correlation coefficient is defined in …

Financial crises result from a catastrophic combination of actions. Vast stock market datasets
offer us a window into some of the actions that have led to these crises. Here, we investigate …

For stationary time series, the cross-covariance and the cross-correlation as functions of time
lag n serve to quantify the similarity of two time series. The latter measure is also used to …

There are a number of situations in which several signals are simultaneously recorded in
complex systems, which exhibit long-term power-law cross correlations. The multifractal …

Using the eigenvalues and eigenvectors of correlations matrices of some of the main
financial market indices in the world, we show that high volatility of markets is directly linked …

Cryptocurrencies have become increasingly popular since the introduction of bitcoin in
2009. In this paper, we identify factors associated with variations in cryptocurrencies' market …