Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis
Year of publication: |
2022
|
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Authors: | Saha, Kunal ; Madhavan, Vinodh ; Chandrashekhar, G. R. |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 2, p. 347-359
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Subject: | Adaptive market hypothesis | COVID-19 | Entropy | Exchange traded funds | Coronavirus | Indexderivat | Index derivative | Entropie | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Investmentfonds | Investment Fund | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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