Work

Forbidden patterns, permutation entropy and stock market inefficiency

Year: 2009

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2009.03.042

Authors: Luciano Zunino, Massimiliano Zanin, Benjamin M. Tabak, Darío G. Pérez, Osvaldo A. Rosso

Institutions: Consejo Nacional de Investigaciones Científicas y Técnicas, Universidad Nacional de La Plata, Universidad Autónoma de Madrid, Central Bank of Brazil, Universidade Católica de Brasília, Pontificia Universidad Católica de Valparaíso, Universidad de Buenos Aires, Hunter Medical Research Institute, University of Newcastle Australia

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Consejo Nacional de Investigaciones Científicas y Técnicas, Conselho Nacional de Desenvolvimento Científico e Tecnológico, Pontificia Universidad Católica de Valparaíso, Comisión Nacional de Investigación Científica y Tecnológica

OpenAlex ID: W2018876117

FWCI: 26.84

Cites: 55

Cited by: 249

Related to: 10