Global Collective Dynamics of Financial Market Efficiency Using Attention Entropy with Hierarchical Clustering
The efficient market hypothesis (EMH) assumes that all available information in an efficient financial market is ideally fully reflected in the price of an asset. However, whether the reality that asset prices are not informational efficient is an opportunity for profit or a systemic risk of the fin...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-10-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/10/562 |