1. The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2. Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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3. Fractal properties, information theory, and market efficiency. (2024). Brouty, Xavier ; Garcin, Matthieu.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948.

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4. Ordinal synchronization and typical states in high-frequency digital markets. (2022). Corona, Ricardo Mansilla ; Perez, Mario Lopez.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:598:y:2022:i:c:s0378437122002643.

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5. Ordinal Synchronization and Typical States in High-Frequency Digital Markets. (2022). Mansilla, Ricardo ; L'Opez, Mario.
   In: Papers.
   RePEc:arx:papers:2110.07047.

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6. Insights from the (in)efficiency of Chinese sectoral indices during COVID-19. (2021). Tabak, Benjamin.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003368.

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7. An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis. (2020). Stosic, Tatijana ; Bejan, Lucian ; Antunes, Fernando Henrique.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304781.

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8. Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Leonardo.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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9. Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures. (2019). Mishra, Sibanjan.
   In: Global Business Review.
   RePEc:sae:globus:v:20:y:2019:i:6:p:1407-1422.

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10. Testing the Efficiency of Electricity Markets Using a New Composite Measure Based on Nonlinear TS Tools. (2019). Papageorgiou, Panos C ; Krommydas, Konstantinos F ; Papaioannou, George P ; Dikaiakos, Christos ; Stratigakos, Akylas C.
    In: Energies.
    RePEc:gam:jeners:v:12:y:2019:i:4:p:618-:d:206208.

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11. Exploring disorder and complexity in the cryptocurrency space. (2019). Ludermir, Teresa B ; Stosic, Tatijana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:548-556.

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12. Complexity analysis of Brazilian agriculture and energy market. (2019). Stosic, Tatijana ; Rodriguez, Juan C ; Albarracin, Eva Susana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:933-941.

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13. Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Stosic, Tatijana ; de Melo, Gabriel Rivas ; Albuquerque, Cristiane Rocha.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:513:y:2019:i:c:p:687-693.

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14. An information theory perspective on the informational efficiency of gold price. (2019). Sorrosal Forradellas, M. Teresa ; Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Teresa M ; Rosso, Osvaldo A ; Font-Ferrer, Alejandro.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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15. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. (2018). Fernandez Bariviera, Aurelio ; Martinez, Lisana B ; Guercio, Belen M ; Terceo, Antonio.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9340-8.

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16. Spurious Seasonality Detection: A Non-Parametric Test Proposal. (2018). Judge, George ; Fernandez Bariviera, Aurelio ; Plastino, Angelo.
    In: Econometrics.
    RePEc:gam:jecnmx:v:6:y:2018:i:1:p:3-:d:127770.

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17. Complexity–entropy causality plane based on power spectral entropy for complex time series. (2018). Dai, Yimei ; Mao, Xuegeng ; Shang, Pengjian ; Zhang, Hesheng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:509:y:2018:i:c:p:501-514.

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18. An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers. (2018). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano.
    In: Papers.
    RePEc:arx:papers:1808.01926.

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19. Spurious seasonality detection: a non-parametric test proposal. (2018). Judge, George ; Fernandez Bariviera, Aurelio ; Plastino, Angelo.
    In: Papers.
    RePEc:arx:papers:1801.07941.

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20. Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Hasperue, Waldo ; Basgall, Maria Jose ; Naiouf, Marcelo .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:484:y:2017:i:c:p:82-90.

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21. Transfer entropy coefficient: Quantifying level of information flow between financial time series. (2017). Teng, Yue ; Shang, Pengjian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:469:y:2017:i:c:p:60-70.

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22. Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Hasperu, Waldo ; Naiouf, Marcelo ; Jos, Mar'Ia.
    In: Papers.
    RePEc:arx:papers:1708.04532.

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23. Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers. (2017). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano.
    In: Papers.
    RePEc:arx:papers:1704.04442.

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24. Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy. (2016). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano ; Martinez, Lisana B ; Guercio, Belen M.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:1-9.

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25. Gold, currencies and market efficiency. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav ; Kristoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34.

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26. Discriminating image textures with the multiscale two-dimensional complexity-entropy causality plane. (2016). Zunino, Luciano ; Ribeiro, Haroldo V.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:91:y:2016:i:c:p:679-688.

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27. Libor at crossroads: Stochastic switching detection using information theory quantifiers. (2016). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Martinez, Lisana B ; Guercio, Belen M.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:172-182.

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28. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. (2016). Fernandez Bariviera, Aurelio ; Martinez, Lisana B ; Guercio, Belen M ; Terceno, Antonio .
    In: Papers.
    RePEc:arx:papers:1605.06700.

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29. Analysis of Selected Seasonality Effects in the Following Agricultural Markets: Corn, Wheat, Coffee, Cocoa, Sugar, Cotton and Soybeans. (2015). Lukasik, Malgorzata ; Borowski, Krzysztof.
    In: Eurasian Journal of Business and Management.
    RePEc:ejn:ejbmjr:v:3:y:2015:i:2:p:12-37.

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30. Predictability dynamics of Islamic and conventional equity markets. (2015). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Aras, Guler.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

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31. Gold, currencies and market efficiency. (2015). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav.
    In: Papers.
    RePEc:arx:papers:1510.08615.

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32. Efficiency and credit ratings: a permutation-information-theory analysis. (2015). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Zunino, Luciano ; Martinez, Lisana B ; Guercio, Belen M.
    In: Papers.
    RePEc:arx:papers:1509.01839.

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33. The (in)visible hand in the Libor market: an Information Theory approach. (2015). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Martinez, Lisana B ; Guercio, Bel'En M.
    In: Papers.
    RePEc:arx:papers:1508.04748.

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34. Data manipulation detection via permutation information theory quantifiers. (2015). Fernandez Bariviera, Aurelio ; M. Bel'en Guercio, ; Martinez, Lisana B..
    In: Papers.
    RePEc:arx:papers:1501.04123.

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35. Commodity futures and market efficiency. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav.
    In: Energy Economics.
    RePEc:eee:eneeco:v:42:y:2014:i:c:p:50-57.

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36. Spanning trees and the Eurozone crisis. (2013). Dias, Joo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:23:p:5974-5984.

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37. Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
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    RePEc:arx:papers:1309.1492.

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38. On the efficiency of sovereign bond markets. (2012). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A. ; Zunino, Luciano ; Martinez, Lisana B. ; Guercio, Belen M..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:18:p:4342-4349.

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39. The influence of liquidity on informational efficiency: The case of the Thai Stock Market. (2011). Fernandez Bariviera, Aurelio.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:23:p:4426-4432.

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   RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008426.

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5. Multifractal Analysis of Realized Volatilities in Chinese Stock Market. (2020). Liu, Yufang ; Wu, Xiang ; Zhang, Weiguo ; Fu, Junhui.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09920-z.

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6. Detrended moving average partial cross-correlation analysis on financial time series. (2020). Yang, Pengbo ; Zhang, Ningning ; Lin, Aijing.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119316760.

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7. Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?. (2019). Gultekin, Havva ; Canolu-Eki, Ayegul.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:525:y:2019:i:c:p:978-990.

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8. The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi.
   In: Papers.
   RePEc:arx:papers:1912.12590.

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9. The complexity of the HANG SENG Index and its constituencies during the 2007–2008 Great Recession. (2018). Argyroudis, G ; Siokis, F.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:495:y:2018:i:c:p:463-474.

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10. Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps. (2018). Tarnopolski, Mariusz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:834-844.

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11. Temporal and spatial correlation patterns of air pollutants in Chinese cities. (2017). Zhou, Wei-Xing ; Dai, Yue-Hua.
    In: PLOS ONE.
    RePEc:plo:pone00:0182724.

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12. Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method. (2016). Chen, Feier ; Miao, Yuqi ; Ding, Xiaoxu ; Tian, Kang ; Lu, Chun Xia.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:1058-1066.

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13. On the relationship between the Hurst exponent, the ratio of the mean square successive difference to the variance, and the number of turning points. (2016). Tarnopolski, Mariusz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:461:y:2016:i:c:p:662-673.

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14. Stylized facts of price gaps in limit order books. (2016). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:48-58.

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15. The Effect of the Underlying Distribution in Hurst Exponent Estimation. (2015). TRINIDAD-SEGOVIA, JUAN ; Sanchez, Miguel Angel ; Fernandez, Manuel ; Garcia, Jose.
    In: PLOS ONE.
    RePEc:plo:pone00:0127824.

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16. Testing the weak-form efficiency of the WTI crude oil futures market. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:405:y:2014:i:c:p:235-244.

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17. Cross-correlations between spot and futures markets of nonferrous metals. (2014). Wang, Yudong ; Liu, LI.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:400:y:2014:i:c:p:20-30.

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18. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2014). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:36:y:2014:i:c:p:8-17.

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19. The effect of round-off error on long memory processes. (2014). La Spada, Gabriele ; Fabrizio, Lillo ; Gabriele, La Spada .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:4:p:38:n:5.

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20. Stylized facts of price gaps in limit order books: Evidence from Chinese stocks. (2014). Zhou, Wei-Xing ; Zhang, Yong-Jie ; Xiong, Xiong ; Chen, Wei ; Gu, Gao-Feng.
    In: Papers.
    RePEc:arx:papers:1405.1247.

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21. Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm. (2013). Dang, Yaoguo ; Zhou, Weijie ; Gu, Rongbao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:6:p:1429-1438.

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22. Real-time fractal signal processing in the time domain. (2013). Nagy, Zoltan ; Mukli, Peter ; Herman, Peter ; Kocsis, Laszlo ; Hartmann, Andras ; Eke, Andras .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:1:p:89-102.

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23. Statistical properties of the yuan exchange rate index. (2012). Suo, Yuan-Yuan ; Yu, Xiao-Wen ; Wang, Dong-Hua.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:12:p:3503-3512.

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24. Extreme value statistics and recurrence intervals of NYMEX energy futures volatility. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.5502.

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25. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
    In: Papers.
    RePEc:arx:papers:1211.4686.

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26. Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant. (2011). Zhou, Wei-Xing ; Ruan, Yong-Ping.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:9:p:1646-1654.

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27. Commodity predictability analysis with a permutation information theory approach. (2011). Tabak, Benjamin ; Rosso, Osvaldo A. ; Zanin, Massimiliano ; Zunino, Luciano ; Serinaldi, Francesco ; Perez, Dario G..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:5:p:876-890.

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28. A new approach to quantify power-law cross-correlation and its application to commodity markets. (2011). He, Ling-Yun ; Chen, Shu-Peng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:21:p:3806-3814.

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29. Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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30. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3828-3836.

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31. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series. (2010). Serinaldi, Francesco.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2770-2781.

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32. Scaling and memory in the non-Poisson process of limit order cancelation. (2010). Zhou, Wei-Xing ; Ni, Xiao-Hui ; Chen, Wei ; Gu, Gao-Feng ; Ren, Fei ; Jiang, Zhi-Qiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:14:p:2751-2761.

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33. Mean reversion in the US stock market. (2009). Serletis, Apostolos ; Rosenberg, Aryeh Adam.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:40:y:2009:i:4:p:2007-2015.

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34. Effect of noise on fractal structure. (2008). Serletis, Demitre.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:38:y:2008:i:4:p:921-924.

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