Forbidden patterns, permutation entropy and stock market inefficiency

Author:

Zunino Luciano,Zanin Massimiliano,Tabak Benjamin M.,Pérez Darío G.,Rosso Osvaldo A.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference54 articles.

1. L. Bachelier, Théorie de la spéculation, Ph.D. thesis, Sorbonne, Paris (1900)

2. Efficient capital markets: a review of theory and empirical work;Fama;J. Finance,1970

3. The efficiency of the Chinese stock market and the role of the banks;Groenewold;Journal of Asian Economies,2003

4. N.T. Laopodis, Fiscal policy and stock market efficiency: Evidence for the United States, The Quarterly Review of Economics and Finance, in press (doi:10.1016/j.qref.2007.10.004)

5. Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations;Coronel-Brizio;Physica A,2007

Cited by 192 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. Terrestrial and Martian space weather: A complex systems approach;Journal of Atmospheric and Solar-Terrestrial Physics;2024-06

2. An Information-Theoretic Approach to Analyze Irregularity of Graph Signals and Network Topological Changes Based on Bubble Entropy;Fluctuation and Noise Letters;2024-05-25

3. Characterizing unstructured data with the nearest neighbor permutation entropy;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-05-01

4. Predictability of monthly streamflow by considering complexity measures;Journal of Hydrology;2024-05

5. Graph-Based Permutation Patterns for the Analysis of Task-Related FMRI Signals on DTI Networks in Mild Cognitive Impairment;ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP);2024-04-14

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3