Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring market efficiency: the Shannon entropy of high-frequency financial time series |
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Measuring market efficiency: the Shannon entropy of high-frequency financial time series (English)
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13 January 2023
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Shannon entropy
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market efficiency
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zero returns
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price staleness
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high frequency
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