Financial economists usually assess market efficiency in absolute terms. This is to be viewed as a shortcoming. One way of dealing with the relative efficiency of markets is to resort to the efficiency interpretation provided by algorithmic complexity theory. We employ such an approach in order to rank 36 stock exchanges and 20 US dollar exchange rates in terms of their relative efficiency
A dynamical assessment of market (in)efficiency is performed under the hypothesis that the price pro...
AbstractMarket efficiency analysis is an important aspect in financial engineering.Based on weak-for...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...
Financial economists usually assess market efficiency in absolute terms. This is to be viewed as a ...
Financial economists usually assess market efficiency in absolute terms. This is to be viewed as a ...
Financial economists usually assess market efficiency in absolute terms. This is a shortcoming. One ...
Financial economists usually assess market efficiency in absolute terms. This is a shortcoming. One ...
A methodology based on the algorithmic complexity theory has been applied to assess the relative eff...
Economists assess the efficiency of financial markets in absolute, all-or-nothing terms. However, th...
We construct a simple measure to quantify the level of market efficiency. We apply this measure to i...
We utilize long-term memory, fractal dimension and approximate entropy as input variables ...
The discussion on the theory of financial markets' efficiency has been taking place for many years. ...
We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Ef...
We introduce a new measure for the capital market efficiency. The measure takes into considera-tion ...
The paper aims to study the various applications of algorithmic complexity on the stock mar...
A dynamical assessment of market (in)efficiency is performed under the hypothesis that the price pro...
AbstractMarket efficiency analysis is an important aspect in financial engineering.Based on weak-for...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...
Financial economists usually assess market efficiency in absolute terms. This is to be viewed as a ...
Financial economists usually assess market efficiency in absolute terms. This is to be viewed as a ...
Financial economists usually assess market efficiency in absolute terms. This is a shortcoming. One ...
Financial economists usually assess market efficiency in absolute terms. This is a shortcoming. One ...
A methodology based on the algorithmic complexity theory has been applied to assess the relative eff...
Economists assess the efficiency of financial markets in absolute, all-or-nothing terms. However, th...
We construct a simple measure to quantify the level of market efficiency. We apply this measure to i...
We utilize long-term memory, fractal dimension and approximate entropy as input variables ...
The discussion on the theory of financial markets' efficiency has been taking place for many years. ...
We utilize long-term memory, fractal dimension and approximate entropy as input variables for the Ef...
We introduce a new measure for the capital market efficiency. The measure takes into considera-tion ...
The paper aims to study the various applications of algorithmic complexity on the stock mar...
A dynamical assessment of market (in)efficiency is performed under the hypothesis that the price pro...
AbstractMarket efficiency analysis is an important aspect in financial engineering.Based on weak-for...
In this work we apply two different methods to estimate the relative entropy of foreign exchange mar...