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Applied Economics Letters Volume 16, 2009 - Issue 5
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Original Articles

The informational efficiency: the emerging markets versus the developed markets

Wiston Adrián Risso Department of Economics, University of Siena, Piazza San Francesco 7, 35100, Siena, ItalyCorrespondence[email protected]
Pages 485-487 | Published online: 26 Feb 2009

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Mauro Aliano, Giuseppe Galloppo & Viktoriia Paimanova. (2023) People and investor attention to climate change. The European Journal of Finance 29:18, pages 2107-2127.
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Cyril May & Tatenda Ngandu. (2023) Central bank policy rate announcements and high-frequency intra-day benchmark stock returns reaction dynamics: Evidence from South Africa. Investment Analysts Journal 52:1, pages 19-39.
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Articles from other publishers (33)

Ali Koushki, Mohammad Osoolian & Seyed Jalal Sadeghi Sharif. (2023) An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications. International Journal of Nonlinear Sciences and Numerical Simulation 24:5, pages 1821-1839.
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Vineeta Kumari, Rima Assaf, Faten Moussa & Dharen Kumar Pandey. (2023) Impacts of climate pact on global oil and gas sector stocks. Studies in Economics and Finance.
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Joanna Olbryś & Natalia Komar. (2023) Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses. Entropy 25:7, pages 1009.
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Vineeta Kumari, Gaurav Kumar & Dharen Kumar Pandey. (2023) Are the European Union stock markets vulnerable to the Russia–Ukraine war?. Journal of Behavioral and Experimental Finance 37, pages 100793.
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Joanna Olbrys & Elzbieta Majewska. 2023. Advances in Empirical Economic Research. Advances in Empirical Economic Research 473 484 .
Guilherme Gonçalves, Peter Wanke & Yong Tan. (2022) A higher order portfolio optimization model incorporating information entropy. Intelligent Systems with Applications 15, pages 200101.
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Andrey Shternshis, Piero Mazzarisi & Stefano Marmi. (2022) Measuring market efficiency: The Shannon entropy of high-frequency financial time series. Chaos, Solitons & Fractals 162, pages 112403.
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Andrey Shternshis, Piero Mazzarisi & Stefano Marmi. (2022) Efficiency of the Moscow Stock Exchange before 2022. Entropy 24:9, pages 1184.
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Sabri Boubaker, John W. Goodell, Dharen Kumar Pandey & Vineeta Kumari. (2022) Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine. Finance Research Letters 48, pages 102934.
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Joanna Olbryś & Elżbieta Majewska. (2022) Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach. Entropy 24:7, pages 921.
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Jin Suk Park & Mohammad Khaleq Newaz. (2021) Liquidity and short-run predictability: Evidence from international stock markets. Global Finance Journal 50, pages 100673.
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F. Benedetto, L. Mastroeni & P. Vellucci. (2019) Modeling the flow of information between financial time-series by an entropy-based approach. Annals of Operations Research 299:1-2, pages 1235-1252.
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Jian Liu, Ting Jiang & Ze Ye. (2021) Information efficiency research of China's carbon markets. Finance Research Letters 38, pages 101444.
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Radu Lupu, Adrian Cantemir Călin, Cristina Georgiana Zeldea & Iulia Lupu. (2020) A Bayesian Entropy Approach to Sectoral Systemic Risk Modeling. Entropy 22:12, pages 1371.
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Lucio Maria Calcagnile, Fulvio Corsi & Stefano Marmi. (2019) Entropy and Efficiency of the ETF Market. Computational Economics 55:1, pages 143-184.
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Hou, Liao, Liu & Xiong. (2019) Signing Auditors’ Foreign Experience and Debt Financing Costs: Evidence for Sustainability of Chinese Listed Companies. Sustainability 11:23, pages 6615.
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Weili Huang, Guangqi Ma & Xuemeng Chen. (2019) Does the Level of Environmental Uncertainty Matter in the Effect of Returnee CEO on Innovation? Evidence from Panel Threshold Analysis. Sustainability 11:9, pages 2645.
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Wiston Adrián Risso. 2018. Time Series Analysis and Applications. Time Series Analysis and Applications.
Noemi Nava, Tiziana Di Matteo & Tomaso Aste. (2016) Time-dependent scaling patterns in high frequency financial data. The European Physical Journal Special Topics 225:10, pages 1997-2016.
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Luciano Zunino, Aurelio F. Bariviera, M. Belén Guercio, Lisana B. Martinez & Osvaldo A. Rosso. (2016) Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy. Physica A: Statistical Mechanics and its Applications 456, pages 1-9.
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Aurelio F. Bariviera, M. Belén Guercio, Lisana B. Martinez & Osvaldo A. Rosso. (2016) Libor at crossroads: Stochastic switching detection using information theory quantifiers. Chaos, Solitons & Fractals 88, pages 172-182.
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F. Benedetto, G. Giunta & L. Mastroeni. (2016) On the predictability of energy commodity markets by an entropy-based computational method. Energy Economics 54, pages 302-312.
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F. Benedetto, G. Giunta & L. Mastroeni. (2015) A maximum entropy method to assess the predictability of financial and commodity prices. Digital Signal Processing 46, pages 19-31.
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Anup K. Basu & Jason Huang-Jones. (2015) The performance of diversified emerging market equity funds. Journal of International Financial Markets, Institutions and Money 35, pages 116-131.
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Le La & Bin Mei. (2013) Evaluating Market Efficiency of the US Forest Industry. Forest Products Journal 63:7-8, pages 232-237.
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Aurelio Fernandez Bariviera, Luciano Zunino, M Belén Guercio, Lisana B Martinez & Osvaldo A Rosso. (2013) Efficiency and credit ratings: a permutation-information-theory analysis. Journal of Statistical Mechanics: Theory and Experiment 2013:08, pages P08007.
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Virgilijus Sakalauskas & Dalia Kriksciuniene. (2013) Tracing of stock market long term trend by information efficiency measures. Neurocomputing 109, pages 105-113.
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Alejandro Ortiz-Cruz, Eduardo Rodriguez, Carlos Ibarra-Valdez & Jose Alvarez-Ramirez. (2012) Efficiency of crude oil markets: Evidences from informational entropy analysis. Energy Policy 41, pages 365-373.
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Gang-Jin Wang, Chi Xie & Feng Han. (2012) Multi-Scale Approximate Entropy Analysis of Foreign Exchange Markets Efficiency. Systems Engineering Procedia 3, pages 201-208.
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Jose Alvarez-Ramirez & Eduardo Rodriguez. (2011) Long-term recurrence patterns in the late 2000 economic crisis: Evidences from entropy analysis of the Dow Jones index. Technological Forecasting and Social Change 78:8, pages 1332-1344.
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Esteban Martina, Eduardo Rodriguez, Rafael Escarela-Perez & Jose Alvarez-Ramirez. (2011) Multiscale entropy analysis of crude oil price dynamics. Energy Economics 33:5, pages 936-947.
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Virgilijus Sakalauskas & Dalia Kriksciuniene. 2011. Soft Computing Models in Industrial and Environmental Applications, 6th International Conference SOCO 2011. Soft Computing Models in Industrial and Environmental Applications, 6th International Conference SOCO 2011 367 377 .
Luciano Zunino, Massimiliano Zanin, Benjamin M. Tabak, Darío G. Pérez & Osvaldo A. Rosso. (2010) Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency. Physica A: Statistical Mechanics and its Applications 389:9, pages 1891-1901.
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