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Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis · Study

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ArticleUsing a Stochastic Complexity Measure to Check the Efficient Market Hypothesis

Armin Shmilovici2003

Article2003

Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis

Armin Shmilovici · Yael Alon Brimer · Shmuel Hauser

38 citations·0/0 files stored·Computational Economics

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Financial Markets and Investment Strategies Stock Market Forecasting Methods Complex Systems and Time Series Analysis

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1991Efficient Capital Markets: II

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2015Emergence of statistically validated financial intraday lead-lag relationships 2008Algorithmic complexity theory and the relative efficiency of financial markets 2008Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm

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Year2003

Typearticle

Published2003-10-01

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations38

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1026198216929

openalex_workW1535373935

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