Informational efficiency and rational bubbles
This paper develops an approach for reevaluating informational efficiency and financial bubbles by integrating information-theoretic measures with econometric testing. I introduce a generalized entropy model, establish its properties, and illustrate its application in financial markets, particularly...
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| Main Author: | |
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| Format: | Artigo |
| Language: | Inglês |
| Published: |
Elsevier
2025-10-01
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| Series: | International Review of Economics & Finance |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1059056025006495 |
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