The (In)efficiency of Usa Education Group Stocks: Before, During and After Covid-19
LEONARDO H. S. FERNANDES,
JOSÉ P. V. FERNANDES,
JOSÉ W. L. SILVA
et al.
Abstract:This paper represents a pioneering effort to investigate multifractal dynamics that exclusively encompass the return time series of USA Education Group Stocks concerning two non-overlapping periods (before, during, and after COVID-19). Given this, we employ the Multifractal Detrended Fluctuations Analysis (MF-DFA). In this sense, we investigate the generalized Hurst exponent [Formula: see text] and the Rényi exponent [Formula: see text] for each asset and quantify their statistical properties, which allowed us… Show more
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