Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Measuring capital market efficiency: Long-term memory, fractal dimension
  and approximate entropy   We utilize long-term memory, fractal dimension and approximate entropy as
input variables for the Efficiency Index [Kristoufek & Vosvrda (2013), Physica
A 392]. This way, we are able to comment on stock market efficiency after
controlling for different types of inefficiencies. Applying the methodology on
38 stock market indices across the world, we find that the most efficient
markets are situated in the Eurozone (the Netherlands, France and Germany) and
the least efficient ones in the Latin America (Venezuela and Chile).

23
The categories of this paper are: solv-int
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
26
The categories of this paper are: bayes-an
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
11
The categories of this paper are: hep-lat
35
The categories of this paper are: mtrl-th
2
The categories of this paper are: math
22
The categories of this paper are: chao-dyn