Ranking efficiency for twenty-six emerging stock markets and financial crisis: Evidence from the shannon entropy approach-Reference-Cited by-同舟云学术

Ranking efficiency for twenty-six emerging stock markets and financial crisis: Evidence from the shannon entropy approach

Published:2012-01 Issue:1 Volume:7 Page:53-63
ISSN:1750-9653
Container-title:International Journal of Management Science and Engineering Management
language:en
Short-container-title:International Journal of Management Science and Engineering Management

Author:

Mensi Walid¹

Affiliation:

1. a Department of finance , El Manar University , B.P. 248, Tunis Cedex , C.P. 2092 , Tunisia

Publisher

Informa UK Limited

Subject

Information Systems and Management,Management Science and Operations Research,Strategy and Management,Mechanical Engineering,Engineering (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/17509653.2012.10671207

Reference41 articles.

1. Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets

2. An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation

3. Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Entropy Approach to Measure the Dynamic Stock Market Efficiency;Journal of Quantitative Economics;2022-05-06

2. Analysis of different artificial neural networks for Bitcoin price prediction;International Journal of Management Science and Engineering Management;2022-03-16

3. Information flow between stock markets: A Koopman decomposition approach;Chinese Physics B;2022-01-01

4. Stock Industry Analysis Based on Visibility Graph;Advances in Applied Mathematics;2022

5. Information-Theoretic Measures and Modeling Stock Market Volatility: A Comparative Approach;Risks;2021-05-08