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Insights from the (in)efficiency of Chinese sectoral indices during COVID-19

This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on the Chinese sectoral indices. Using the complexity–entropy plane methodology, we find that the COVID-19 crisis caused increased inefficiency in most of China’s equity sectors. We also find heterogeneous effe...

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Detalles Bibliográficos
Autores principales: Fernandes, Leonardo H.S., de Araujo, Fernando H.A., Tabak, Benjamin M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758612/
https://www.ncbi.nlm.nih.gov/pubmed/36569041
http://dx.doi.org/10.1016/j.physa.2021.126063