Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

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Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, background): “A large number of studies have conducted empirical analyses of the long-range auto-correlations in several financial markets, especially the stock markets [1–5] and foreign exchange markets [6–12].”
Finite-size effect and the components of multifractality in financial volatility (2009, background): “There is also empirical evidence suggesting that multifractal analysis can be used to quantify the degree of inefficiency of markets in the sense that more developed stock markets have weaker multifractality [54,55] and an emerging market evolves to be more efficient with narrowing singularity width”