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An Entropy Approach to Measure the Dynamic Stock Market Efficiency
We measure stock market efficiency by drawing the comprehensive sample from Asia, Europe, Africa, North–South America, and Pacific Ocean regions and rank the cross-regional stock markets according to their level of informational efficiency. The study period spans from January 1, 1994, to August 3, 2...
Autores principales: | Patra, Subhamitra, Hiremath, Gourishankar S. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer India
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9073522/ https://www.ncbi.nlm.nih.gov/pubmed/35542760 http://dx.doi.org/10.1007/s40953-022-00295-x |
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