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| Taro Ikeda |
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| ''A fractal analysis of world stock markets'' |
| ( 2017, Vol. 37 No.3 ) |
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| This paper provides a fractal analysis of world stock prices. We find that the majority of stock prices are fractal. |
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| Keywords: Fractal geometry, Fractal market hypothesis, Efficient market hypothesis |
JEL:
E3 - Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) |
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| Manuscript Received : Dec 22 2016 | | Manuscript Accepted : Jul 02 2017 |
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