A multiscale entropy approach for market efficiency

J Alvarez-Ramirez, E Rodriguez, J Alvarez - International Review of …, 2012 - Elsevier
Motivated by the recently evolutionary economic theories, we propose to study market
efficiency from an informational entropy viewpoint. The basic idea is that, rather than being …

[HTML][HTML] An entropy approach to measure the dynamic stock market efficiency

S Patra, GS Hiremath - Journal of Quantitative Economics, 2022 - Springer
We measure stock market efficiency by drawing the comprehensive sample from Asia,
Europe, Africa, North–South America, and Pacific Ocean regions and rank the cross …

Leads, lags, and trading in global markets

M Copeland, T Copeland - Financial Analysts Journal, 1998 - Taylor & Francis
The development of capital markets around the world has given rise to growing interest in
how the markets are linked. This study, using the Dow Jones & Company country and …

[BOOK][B] Does Market Organization Speed Up Market Stabilization?: First Lessons from the Budapest and Warsaw Stock Exchanges

A Zalewska-Mitura - 1999 - repec.cepr.org
This paper investigates whether different systems of financial market organization influence
the way in which newly created stock markets become more (weak-form) efficient. The …

[PDF][PDF] The Efficiency of the Financial Market by the Multi-Approximate Entropy: Case of the Tunisian Financial Market

T Mariem, S Lamia - researchgate.net
Tunisian financial market; we propose to study the efficiency of the market from the point of
view of the informational entropy. The basic idea is that, rather than to be a concept that in …

[PDF][PDF] THE INTEGRATION OF CAPITAL MARKETS: An Study of Market Integration Principles and the Effects of

K Kaneta, C Stumph - Integration, 2000 - digitalcommons.iwu.edu
Traditionally, international investors seek to determine whether international capital markets
are integrated or segmented. That is, do similar assets yield similar risk adjusted returns, or …