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Asymmetry in stock comovements : an entropy approach

Jiang, Lei; Wu, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 4, pp. 1479-1507

Persistent link: https://www.econbiz.de/10011930502

An entropy-based information sharing rule for asymmetric information economies

Meo, Claudia - In: The B.E. journal of theoretical economics 21 (2021) 1, pp. 315-346

Persistent link: https://www.econbiz.de/10012437693

Asymmetry in Stock Comovements : An Entropy Approach

Jiang, Lei - 2020

We provide an entropy approach for measuring asymmetric comovement between the return on a single asset and the market …. Moreover, our approach also provides an entropy-based measure of downside asymmetric comovement. In the cross-section of stock …

Persistent link: https://www.econbiz.de/10012856552

Information asymmetry, risk aversion and R&D subsidies : effect-size heterogeneity and policy conundrums

Uğur, Mehmet; Trushin, Eshref - In: Economics of innovation and new technology 32 (2023) 8, pp. 1190-1215

Persistent link: https://www.econbiz.de/10014426402

A theory of information compression : when judgments are costly

Watson, Richard T.; Plangger, Kirk; Pitt, Leyland F.; … - In: Information systems research : ISR 34 (2023) 3, pp. 1089-1108

Persistent link: https://www.econbiz.de/10014383704

Informational separability and entropy

Tian, Jianrong - In: Journal of economic theory : JET 216 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015067007

A maximum entropy approach to the newsvendor problem with partial information

Andersson, Jonas (contributor) - 2011

Persistent link: https://www.econbiz.de/10009307972

Optimal hazard models based on partial information

Asadi, Majid; Ebrahimi, Nader; Soofi, Ehsan S. - In: European journal of operational research : EJOR 270 (2018) 2, pp. 723-733

Persistent link: https://www.econbiz.de/10011869434

A maximum entropy approach to the newsvendor problem with partial information

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Persistent link: https://www.econbiz.de/10009734123

Learning about noise

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Persistent link: https://www.econbiz.de/10011963117