Entropy trading strategies reveal inefficiencies in Japanese stock market
Levan Efremidze, Darrol J. Stanley, Clemens Kownatzki
| Year of publication: |
2021
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|---|---|
| Authors: | Efremidze, Levan ; Stanley, Darrol J. ; Kownatzki, Clemens |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 75.2021, p. 464-477
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| Subject: | Efficient market hypothesis | Entropy | EWJ | SCJ | Tokyo stock exchange | Trading rules | Entropie | Effizienzmarkthypothese | Japan | Aktienmarkt | Stock market | Börsenkurs | Share price | Börse | Bourse | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.04.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692791