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

DOI10.1080/14697688.2020.1726438zbMath1454.91276OpenAlexW3015961975MaRDI QIDQ5139217

George Chalamandaris

Publication date: 7 December 2020

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1726438

zbMATH Keywords

Bayesian model averagingadaptive markets hypothesisfinancial statement

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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