CAN INFORMATION AND COMMUNICATION TECHNOLOGY IMPROVE STOCK MARKET EFFICIENCY? A CROSS‐COUNTRY STUDY

DOI10.1111/BOER.12151MaRDI QIDQ5215943zbMATH OpenOpenAlexWikidataFDO

Authors Ming-Hsuan Lee, Tou-Chin Tsai, Jau-er Chen, M. Lio

Publication date 14 February 2020

Published in Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/boer.12151

zbMATH Keywords

dynamic panel data (DPD) modelinformation and communication technology (ICT)market efficiencyunit rootvariance ratio

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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(3)

• Informational inefficiency in financial markets
• The role of market efficiency on implied cost of capital estimates: an international perspective
• Information transition in trading and its effect on market efficiency: an entropy approach

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