Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7642153
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring market efficiency: the Shannon entropy of high-frequency financial time series |
scientific article; zbMATH DE number 7642153 |
Statements
Measuring market efficiency: the Shannon entropy of high-frequency financial time series (English)
0 references
13 January 2023
0 references
Shannon entropy
0 references
market efficiency
0 references
zero returns
0 references
price staleness
0 references
high frequency
0 references
0 references
