HIGHLIGHTS
- who: Andrey Shternshis and collaborators from the Quantitative Finance Research Group, Scuola Normale Superiore, Piazza dei Cavalieri, Pisa, Italy have published the paper: Efficiency of the Moscow Stock Exchange before, in the Journal: Entropy 2022, 24, 1184. of 17/08/2022
- what: The authors show that the degree of market efficiency is significantly low for most of the months from 2012 to 2021. The aim of this paper is to investigate the degree of stock market efficiency of the Moscow stock Exchange using the Shannon entropy. The authors aim to distinguish between price predictability due . . .
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