Maximum Entropy Production Principle for Stock Returns
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References listed on IDEAS
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Cited by:
- Paweł Fiedor, 2015. "Multiscale Analysis of the Predictability of Stock Returns," Risks, MDPI, vol. 3(2), pages 1-15, June.
- Paweł Fiedor & Artur Hołda, 2015. "The Effects of Bankruptcy on the Structural Complexity of the Price Changes on WSE," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 41.
- Fiedor Paweł & Hołda Artur, 2016. "The Effects of Bankruptcy on the Predictability of Price Formation Processes on Warsaw’s Stock Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 12(1), pages 32-42.
- Pawe³ Fiedor & Artur Ho³da, 2016. "The Effects Of Bankruptcy On The Predictability Of Price Formation Processes On Warsaw’S Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 12(1), pages 32-42, June.
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This paper has been announced in the following NEP Reports:- NEP-FMK-2014-08-28 (Financial Markets)
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