{"id":"https://openalex.org/W2294516508","doi":"https://doi.org/10.22055/jqe.2015.11877","title":"On The Behavior of Malaysian Equities: Fractal Analysis Approach","display_name":"On The Behavior of Malaysian Equities: Fractal Analysis Approach","publication_year":2015,"publication_date":"2015-03-21","ids":{"openalex":"https://openalex.org/W2294516508","doi":"https://doi.org/10.22055/jqe.2015.11877","mag":"2294516508"},"language":"fa","primary_location":{"id":"mag:2294516508","doi":"https://doi.org/10.22055/jqe.2015.11877","is_oa":true,"landing_page_url":"https://journals.scu.ac.ir/article_11877_5bc398cf12b50b14bd79fe239bef2673.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306537151","display_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","issn_l":"2008-5850","issn":["2008-5850","2717-4271"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","raw_type":null},"parent_works":[],"lineage":["https://openalex.org/W2294516508"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://journals.scu.ac.ir/article_11877_5bc398cf12b50b14bd79fe239bef2673.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069658301","display_name":"Alireza Bahiraie","orcid":"https://orcid.org/0000-0003-1116-0811","observed_orcids":["https://orcid.org/0000-0003-1116-0811"]},"institutions":[{"id":"https://openalex.org/I928334797","display_name":"Semnan University","ror":"https://ror.org/029gksw03","country_code":"IR","type":"education","lineage":["https://openalex.org/I928334797"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Alireza Bahiraie","raw_affiliation_strings":["Semnan University"],"raw_orcid":"https://orcid.org/0000-0003-1116-0811","affiliations":[{"raw_affiliation_string":"Semnan University","institution_ids":["https://openalex.org/I928334797"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5069658301"],"corresponding_institution_ids":["https://openalex.org/I928334797"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"12","issue":"1","first_page":"1","last_page":"18"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fractal-analysis","display_name":"fractal analysis","score":0.7820000052452087},{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"fractional Brownian motion","score":0.8830000162124634},{"id":"https://openalex.org/keywords/long-range-dependence","display_name":"long-range dependence","score":0.8690000176429749},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.5630000233650208},{"id":"https://openalex.org/keywords/bursa-malaysia","display_name":"Bursa Malaysia","score":0.9409999847412109},{"id":"https://openalex.org/keywords/rescaled-range-analysis","display_name":"rescaled range analysis","score":0.8920000195503235},{"id":"https://openalex.org/keywords/power-spectrum","display_name":"power spectrum","score":0.9670000076293945},{"id":"https://openalex.org/keywords/zipf-s-law","display_name":"Zipf's law","score":0.9210000038146973},{"id":"https://openalex.org/keywords/power-law-distribution","display_name":"power-law distribution","score":0.8730000257492065},{"id":"https://openalex.org/keywords/fractal-dimension","display_name":"fractal dimension","score":0.9710000157356262}],"concepts":[{"id":"https://openalex.org/C40636538","wikidata":"https://www.wikidata.org/wiki/Q81392","display_name":"Fractal","level":2,"score":0.7564659118652344},{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.6205122470855713},{"id":"https://openalex.org/C162494671","wikidata":"https://www.wikidata.org/wiki/Q2845227","display_name":"Fractal analysis","level":4,"score":0.5769309997558594},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5760520100593567},{"id":"https://openalex.org/C108394968","wikidata":"https://www.wikidata.org/wiki/Q7314942","display_name":"Rescaled range","level":4,"score":0.5603278279304504},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5007565021514893},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.4778130352497101},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4762803912162781},{"id":"https://openalex.org/C133905733","wikidata":"https://www.wikidata.org/wiki/Q2629238","display_name":"Multifractal system","level":3,"score":0.460552841424942},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.43724262714385986},{"id":"https://openalex.org/C96175551","wikidata":"https://www.wikidata.org/wiki/Q3100949","display_name":"Fractal landscape","level":5,"score":0.42043158411979675},{"id":"https://openalex.org/C26546657","wikidata":"https://www.wikidata.org/wiki/Q1412452","display_name":"Fractal dimension","level":3,"score":0.3669968843460083},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.36507105827331543},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.34784770011901855},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2780921161174774},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.16580432653427124},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1046571433544159},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2294516508","doi":"https://doi.org/10.22055/jqe.2015.11877","is_oa":true,"landing_page_url":"https://journals.scu.ac.ir/article_11877_5bc398cf12b50b14bd79fe239bef2673.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306537151","display_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","issn_l":"2008-5850","issn":["2008-5850","2717-4271"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","raw_type":null}],"best_oa_location":{"id":"mag:2294516508","doi":"https://doi.org/10.22055/jqe.2015.11877","is_oa":true,"landing_page_url":"https://journals.scu.ac.ir/article_11877_5bc398cf12b50b14bd79fe239bef2673.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306537151","display_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","issn_l":"2008-5850","issn":["2008-5850","2717-4271"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":null,"is_accepted":false,"is_published":false,"raw_source_name":"\u0641\u0635\u0644\u0646\u0627\u0645\u0647 \u0639\u0644\u0645\u06cc \u067e\u0698\u0648\u0647\u0634\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u0645\u0642\u062f\u0627\u0631\u06cc","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1595464627","https://openalex.org/W1966773887","https://openalex.org/W1997982010","https://openalex.org/W2017881959","https://openalex.org/W2019371791","https://openalex.org/W2027289155","https://openalex.org/W2036713496","https://openalex.org/W2043640442","https://openalex.org/W2054342105","https://openalex.org/W2058431076","https://openalex.org/W2076209196","https://openalex.org/W2079656678","https://openalex.org/W2138613324","https://openalex.org/W2144383677","https://openalex.org/W2147284382","https://openalex.org/W2153572065","https://openalex.org/W2161798353","https://openalex.org/W2341760625","https://openalex.org/W2890265597","https://openalex.org/W3023370242"],"related_works":["https://openalex.org/W2058631805","https://openalex.org/W2330918536","https://openalex.org/W93500710","https://openalex.org/W2038437444","https://openalex.org/W1985207783","https://openalex.org/W1997393752","https://openalex.org/W3173250425","https://openalex.org/W2225100635","https://openalex.org/W3005305705","https://openalex.org/W1541457526"],"abstract_inverted_index":{"Fractal":[0],"analyzing":[1,63,152],"of":[2,14,50,59,71,88,116,130,144],"continuous":[3],"processes":[4,19],"have":[5,24],"recently":[6],"emerged":[7],"in":[8,10,17,30,33,98],"literatures":[9,32,41],"various":[11],"domains.":[12],"Existence":[13],"long":[15],"memory":[16],"many":[18,31,39],"including":[20],"financial":[21,51,145],"time":[22,52,72,146],"series":[23,73,147],"been":[25],"evidenced":[26],"via":[27],"different":[28],"methodologies":[29],"past":[34],"decade,":[35],"which":[36],"has":[37],"inspired":[38],"recent":[40],"on":[42,65,120,138],"quantifying":[43],"the":[44,57,93,114],"fractional":[45],"Brownian":[46],"motion":[47],"(fBm)":[48],"characteristics":[49,125],"series.":[53],"This":[54],"paper":[55],"questions":[56],"accuracy":[58],"commonly":[60],"applied":[61],"fractal":[62,83,118,151],"methods":[64],"explaining":[66],"persistent":[67,122,140],"or":[68],"antipersistent":[69,124,142],"behavior":[70],"understudy.":[74],"Rescaled":[75],"range":[76],"(R/S)":[77],"and":[78,107,123,141],"power":[79],"spectrum":[80],"techniques":[81],"produce":[82],"dimensions":[84,119],"for":[85],"daily":[86],"returns":[87],"twelve":[89],"Malaysian":[90],"stocks":[91],"from":[92],"most":[94],"well":[95],"performed":[96],"firms":[97],"Kuala":[99],"Lumpur":[100],"stock":[101],"exchange.":[102],"Zipf\u2019s":[103],"law":[104],"generates":[105],"linear":[106],"logarithmic":[108],"power-law":[109],"distribution":[110],"plots":[111],"to":[112],"evaluate":[113],"validity":[115],"estimated":[117],"prescribing":[121],"with":[126],"less":[127],"ambiguity.":[128],"Findings":[129],"this":[131],"study":[132],"recommend":[133],"a":[134],"more":[135],"thoughtful":[136],"approach":[137],"classifying":[139],"behaviors":[143],"by":[148],"utilizing":[149],"existing":[150],"methods.":[153]},"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}