Assessing the relevance of an information source to trading from an adaptive-markets hypothesis perspective

Autor:	George Chalamandaris
Rok vydání:	2020
Předmět:	050208 finance Computer science Specific-information 0502 economics and business 05 social sciences Perspective (graphical) Information source Relevance (information retrieval) 050207 economics General Economics Econometrics and Finance Data science Finance Financial statement
Zdroj:	Quantitative Finance. 20:1101-1122
ISSN:	1469-7696 1469-7688
DOI:	10.1080/14697688.2020.1726438
Popis:	I propose a framework motivated by the Adaptive Markets Hypothesis (AMH) to analyze the relevance of a specific information source for the trading of a given security. To illustrate the applicabili...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::6f461900bc0382f3c9b3f31afb784bb3 https://doi.org/10.1080/14697688.2020.1726438 Zobrazit plný text záznamu Plný text ve formátu PDF