HIGHLIGHTS
- who: Alexander Wehrli from the DepartmentSouthern University of Science and Technology, Shenzhen, China have published the research: The excess volatility puzzle explained by financial noise amplification from endogenous feedbacks, in the Journal: Scientific Reports Scientific Reports
- what: The authors focus on endogenous processes acting at time scales up to one day. The authors propose that the share of points in some time interval without any apparent offspring can provide a quantitative diagnostic of the degree of efficiency of the market within this interval.
- future: It is clear that the tests conducted here are . . .
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