The market efficiency in the stock markets

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dc.creatorYang, Jae-Suk
dc.creatorKwak, Wooseop
dc.creatorKaizoji, Taisei
dc.creatorKim, In-mook
dc.date2007-01-16
dc.date2007-01-31
dc.date.accessioned2026-07-07T12:07:55Z
dc.date.available2026-07-07T12:07:55Z
dc.descriptionWe study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (KOSPI). Based on the microscopic spin model, we also find that these statistical quantities in stock markets depend on the market efficiency.
dc.description8 pages, 5 figures
dc.identifierhttps://arxiv.org/abs/physics/0701179
dc.identifierhttp://arxiv.org/abs/physics/0701179
dc.identifierThe European Physical Journal B 61 (2) 241-246 (2008)
dc.identifierdoi:10.1140/epjb/e2008-00050-0
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209143
dc.subjectPhysics and Society
dc.subjectStatistical Finance
dc.titleThe market efficiency in the stock markets
dc.typetext

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