1. Measuring market efficiency: The Shannon entropy of high-frequency financial time series;Andrey Shternshis;Chaos, Solitons & Fractals,2022
2. Shannon entropy for quantifying uncertainty and risk in economic disparity. Risk analysis;Ayyub,2019
3. Unknown unknown: Uncertainty about risk and stock returns;Baltussen;Journal of Financial and Quantitative Analysis,2018
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
5. Uncertainty and the volatility forecasting power of option‐implied volatility;Byounghyun Jeon;Journal of Futures Markets,2020