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...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier
2025-10-01
|
| Serie: | International Review of Economics & Finance |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S1059056025006495 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|