@article{Stephens_2021,
title={A New Measure of Market Inefficiency},
volume={14},
ISSN={1911-8074},
url={http://dx.doi.org/10.3390/jrfm14060263},
DOI={10.3390/jrfm14060263},
number={6},
journal={Journal of Risk and Financial Management},
publisher={MDPI AG},
author={Stephens,
Christopher R. and Benink,
Harald A. and Gordillo,
José Luís and Pardo-Guerra,
Juan Pablo},
year={2021},
month=jun,
pages={263} }