Is the Polish Stock Market Weak Form Efficient?
This paper explores the definition of predictability of Warsaw Stock Index returns by using measures elaborated in Shannon-Mazur’s cybernetic information theory, potentially a new approach to understand capital market informational efficiency. The main message of this research is that the use of i...
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Format: | Article |
Language: | English |
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Universiti Utara Malaysia
2006-01-01
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Series: | The International Journal of Banking and Finance |
Subjects: | |
Online Access: | https://www.e-journal.uum.edu.my/index.php/ijbf/article/view/8349 |