A Composite Index for Measuring Stock Market Inefficiency.

Raffaele Mattera Fabrizio Di Sciorio Juan Evangelista Trinidad Segovia

Published in: Complex. (2022)

Keyphrases

stock market
stock index
garch model
short term
chinese stock market
stock exchange
stock index futures
investment strategies
stock price
trading rules
financial markets
financial time series
long term
financial news
trading strategies
financial data
stock data
stock trading
technical indicators
stock returns