Entropy as a Tool for the Analysis of Stock Market Efficiency During Periods of Crisis
In the article, we analyse the problem of the efficiency market hypothesis using entropy in moments of transition from a normal economic situation to crises or slowdowns in European, Asian and US stock markets and the economy in the years 2007–2023 (2008–2009, U.S. financial sector crises; 2020–2021...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/26/12/1079 |
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