SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The informational efficiency and the financial crashes · Study

ArticleShelves

ArticleThe informational efficiency and the financial crashes

Wiston Adrián Risso2008

Article2008

The informational efficiency and the financial crashes

Wiston Adrián Risso

109 citations·0/0 files stored·Research in International Business and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

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

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 109 citations exist upstream.

References

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1973A Random Walk Down Wall Street 1978Some anomalous evidence regarding market efficiency 1991Chaos and Nonlinear Dynamics: Application to Financial Markets 1968The Random Character of Stock Market Prices 1991Chaos and order in the capital markets 1984Chapter 24 Econometric analysis of qualitative response models 1964Theory of Speculation

Cited by

2011Efficiency of crude oil markets: Evidences from informational entropy analysis 2017Information Entropy and Measures of Market Risk 2022Measuring market efficiency: The Shannon entropy of high-frequency financial time series 2015On the predictability of energy commodity markets by an entropy-based computational method 2019Herding behaviour and Islamic market efficiency assessment: case of Dow Jones and Sukuk market 2019Using High-Frequency Entropy to Forecast Bitcoin’s Daily Value at Risk

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Stock Price Prediction Using K-Nearest Neighbor (kNN) Algorithmarticle · 4 shared references 2012History of the Efficient Market Hypothesispreprint · 4 shared references 2010THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATUREarticle · 3 shared references 1998Human Behavior and the Efficiency of the Financial Systemreport · 3 shared references 2006Stock market prediction with multiple classifiersarticle · 3 shared references 1999Chapter 20 Human behavior and the efficiency of the financial systemchapter · 3 shared references

Details

Year2008

Typearticle

Published2008-03-06

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations109

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/j.ribaf.2008.02.005

openalex_workW2054062736

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2021A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets

2023A statistical test of market efficiency based on information theory