A statistical test of market efficiency based on information theory
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DOI: 10.1080/14697688.2023.2211108
Abstract: We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a… read more here.
Keywords: information; test market; information theory; statistical test ... See more keywords
Rapid-response surveillance of the first US test market for VLN cigarettes
Sign Up to like & getrecommendations! Published in 2023 at "Tobacco Control"
DOI: 10.1136/tc-2022-057888
Abstract: Introduction VLN King menthol and non-menthol are the first combustible cigarettes to receive US Food and Drug Administration (FDA) authorisation as modified risk tobacco products. Focusing on the first retail test market, this study characterised… read more here.
Keywords: test market; vln cigarettes; vln; price ... See more keywords