Before revision:  There is no cross-over in the fluctuation functions determined by MF-DFA method confirmed that mentioned approach could remove trends embedded in the data sets\pm0\pm  .
After revision:  According to EMH, only 8 markets are classified in uncorrelated processes at 2\sigma confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H=0.457\pm0\pm .