Entropy-Based Behavioural Efficiency of the Financial Market

Entropy-Based Behavioural Efficiency of the Financial Market

The most known and used abstract model of the financial market is based on the concept of the informational efficiency (EMH) of that market. The paper proposes an alternative which could be named the behavioural efficiency of the financial market, which is based on the behavioural entropy instead of...

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Bibliographic Details
Main Authors: Emil Dinga, Camelia Oprean-Stan, Cristina-Roxana Tănăsescu, Vasile Brătian, Gabriela-Mariana Ionescu
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Entropy
Subjects:
behaviour
entropy
efficiency
implicit information
financial market
EMH
Online Access:https://www.mdpi.com/1099-4300/23/11/1396

Internet

https://www.mdpi.com/1099-4300/23/11/1396

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