A statistical test of market efficiency based on information theory
Xavier Brouty, Matthieu Garcin
| Year of publication: |
2023
|
|---|---|
| Authors: | Brouty, Xavier ; Garcin, Matthieu |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 6, p. 1003-1018
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| Subject: | Information theory | Market efficiency | Shannon entropy | Effizienzmarkthypothese | Efficient market hypothesis | Entropie | Entropy | Theorie | Theory | Informationsökonomik | Economics of information | Information |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2211108 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304430