Efficiency considerations of the Ising model of financial markets with non-participants
The efficient market hypothesis (EMH) states that all markets are efficient. Efficiency is defined as the degree in which the market price fully reflects all information coming into the market. Empirical studies however have shown that real markets do not follow a martingale process and are therefor...
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| Format: | text |
| Language: | English |
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Animo Repository
2022
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| Online Access: | https://animorepository.dlsu.edu.ph/etdm_physics/4 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1003&context=etdm_physics |
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| Institution: | De La Salle University |
| Language: | English |