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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

Published in: Entropy
ISSN: 1099-4300
Published: MDPI AG 2020
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa55813
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Keywords: information entropy; market information flows; trading behavior identification; news sentiment
College: School of Management
Issue: 9
Start Page: 1064