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Using multifractal detrended cross-correlation analysis (MF-DCCA), this research investigates the dynamic relationship between the RMB exchange index and the liquidity of the Shanghai and Shenzhen stock market during the period from 22 June 2010 to 17 February 2017. As suggested by our empirical results, the well-known efficient market hypothesis by no means explains the dynamics between the RMB index...
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