Ranking market efficiency for stock markets: A nonlinear perspective

Physica A: Statistical Mechanics and its Applications

Volumn 376, Issue 1-2, 2007, Pages 445-454

  Lim, Kian Ping ^a,b  

^a UNIVERSITI MALAYSIA SABAH   (Malaysia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Bicorrelation; Market efficiency; Nonlinear dependence

Indexed keywords

BICORRELATION; MARKET EFFICIENCY; NONLINEAR DEPENDENCE; STOCK MARKETS;

COMPETITIVE INTELLIGENCE; SAMPLING; STATISTICAL MECHANICS;

FINANCIAL DATA PROCESSING;

EID: 33846180098     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.10.013     Document Type: Article

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