[
Balp, Gaia and Strampelli, Giovanni, Preserving Capital Markets Efficiency in the High-Frequency Trading Era (January 7, 2018). Bocconi Legal Studies Research Paper No. 3097723; Journal of Law, Technology and Policy, Forthcoming. Available at SSRN: https://ssrn.com/abstract=3097723 or http://dx.doi.org/10.2139/ssrn.309772310.2139/ssrn.3097723
]Search in Google Scholar
[
Beran, Jan (1994). Statistics for Long-Memory Processes; Chapman & Hall. (Section 6.1, p.116–119; 12.1.3, p.223 ff)
]Search in Google Scholar
[
Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011. “Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data,” Journal of Empirical Finance, Elsevier, vol. 18(5), pages 868-879.10.1016/j.jempfin.2011.08.002
]Search in Google Scholar
[
Kristoufek, Ladislav, and Miloslav Vosvrda. “Measuring Capital Market Efficiency: Long-Term Memory, Fractal Dimension and Approximate Entropy.” The European Physical Journal B 87.7 (2014): n. pag. Crossref. Web.10.1140/epjb/e2014-50113-6
]Search in Google Scholar
[
Yentes, Jennifer & Hunt, Nathaniel & Schmid, Kendra & Kaipust, Jeffrey & Mcgrath, Denise & Stergiou, Nicholas. (2012). The Appropriate Use of Approximate Entropy and Sample Entropy with Short Data Sets. Annals of biomedical engineering. 41. 10.1007/s10439-012-0668-3.
]Search in Google Scholar
[
Reisen, V. A., B. Abraham, and E. M. M. Toscano (2001) Parametric and semiparametric estimations of stationary univariate ARFIMA model. Brazilian Journal of Probability and Statistics 14, 185–206.
]Search in Google Scholar
[
Rickles, Dean (2008) Econophysics and Financial Market Complexity
]Search in Google Scholar
[
Stiglitz J.E. (2016) New Theoretical Perspectives on the Distribution of Income and Wealth Among Individuals. In: Basu K., Stiglitz J.E. (eds) Inequality and Growth: Patterns and Policy. International Economic Association Series. Palgrave Macmillan, London10.1057/9781137554543_1
]Search in Google Scholar
[
The Worldwide Governance Indicators (WGI) project, http://info.worldbank.org/governance/wgi/
]Search in Google Scholar
[
Virgilio, Gianluca. (2015). High-frequency trading and the efficient market hypothesis.
]Search in Google Scholar