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The Flow of Information in Trading: An Entropy Approach to Market Regimes
Anqi Liu,
Jing Chen,
Steve Y. Yang,
Alan Hawkes
Entropy, Volume: 22, Issue: 9, Start page: 1064
Swansea University Author: Alan Hawkes
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DOI (Published version): 10.3390/e22091064
Abstract
The Flow of Information in Trading: An Entropy Approach to Market Regimes
| Published in: | Entropy |
|---|---|
| ISSN: | 1099-4300 |
| Published: |
MDPI AG
2020
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa55813 |
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| Keywords: |
information entropy; market information flows; trading behavior identification; news sentiment |
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| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
9 |
| Start Page: |
1064 |