ArticleEntropy (Basel, Switzerland)2022
Regularity in Stock Market Indices within Turbulence Periods: The Sample Entropy Approach.
Article in Entropy (Basel, Switzerland), 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 11 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
11 citing papers in PubMed.
- Informational Content of the VIX Index: Dynamic Entropy Approach.Entropy (Basel, Switzerland) · 2026Article
- Application of the Two-Layer Regularized Gated Recurrent Unit (TLR-GRU) Model Enhanced by Sliding Window Features in Water Quality Parameter Prediction.Entropy (Basel, Switzerland) · 2026Article
- Entropy in the Assessment of the Labour Market Situation in the Context of the Survival Analysis Methods.Entropy (Basel, Switzerland) · 2025Article
- Entropy of Volatility Changes: Novel Method for Assessment of Regularity in Volatility Time Series.Entropy (Basel, Switzerland) · 2025Article
- Entropy as a Tool for the Analysis of Stock Market Efficiency During Periods of Crisis.Entropy (Basel, Switzerland) · 2024Article
- Expecting the Unexpected: Entropy and Multifractal Systems in Finance.Entropy (Basel, Switzerland) · 2023Article
- Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses.Entropy (Basel, Switzerland) · 2023Article
- Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak.Entropy (Basel, Switzerland) · 2023Article
- The Complexity Behavior of Big and Small Trading Orders in the Chinese Stock Market.Entropy (Basel, Switzerland) · 2023Article
- CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting.Entropy (Basel, Switzerland) · 2022Article
- Entropy-Based Applications in Economics, Finance, and Management.Entropy (Basel, Switzerland) · 2022Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
2 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The aim of this study is to assess and compare changes in regularity in the 36 European and the U.S. stock market indices within major turbulence periods. Two periods are investigated: the Global Financial Crisis in 2007-2009 and the COVID-19 pandemic outbreak in 2020-2021. The proposed research hypothesis states that entropy of an equity market index decreases during turbulence periods, which implies that regularity and predictability of a stock market index returns increase in such cases. To capture sequential regularity in daily time series of stock market indices, the Sample Entropy algorithm (SampEn) is used. Changes in the SampEn values before and during the particular turbulence period are estimated. The empirical findings are unambiguous and confirm no reason to reject the research hypothesis. Moreover, additional formal statistical analyses indicate that the SampEn results are similar both for developed and emerging European economies. Furthermore, the rolling-window procedure is utilized to assess the evolution of SampEn over time.
Indexed as
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.