Short-term market efficiency indicator based on the waiting-time distribution
Year of publication: |
2021
|
---|---|
Authors: | Hussain, Syed Mujahid ; Osmekhin, Sergey ; Délèze, Frédéric |
Subject: | Market efficiency indicator | Market inefficiency | Statistical arbitrage | Waiting-time distribution | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Effizienz | Efficiency | Arbitrage | Wirtschaftsindikator | Economic indicator |
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