An information theory perspective on the informational efficiency of gold price
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DOI: 10.1016/j.najef.2019.101018
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- Chirwa, Themba G. & Odhiambo, Nicholas M., 2020.
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- Chirwa, Themba G & Odhiambo, Nicholas M, 2020. "Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks," Working Papers 26643, University of South Africa, Department of Economics.
- Brouty, Xavier & Garcin, Matthieu, 2024. "Fractal properties, information theory, and market efficiency," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
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- Bhatia, Madhur, 2023. "On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil," Resources Policy, Elsevier, vol. 82(C).
- Fernandes, Leonardo H.S. & Bouri, Elie & Silva, José W.L. & Bejan, Lucian & de Araujo, Fernando H.A., 2022. "The resilience of cryptocurrency market efficiency to COVID-19 shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
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More about this item
Keywords
Gold; Permutation entropy; Statistical complexity; Fisher Information Measure; Economic crisis;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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