No Cover Image

Journal article 83 views 42 downloads

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

  • 55813.pdf

    PDF | Version of Record

    ©2020 by the authors. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license

    Download (805.76KB)

Check full text

DOI (Published version): 10.3390/e22091064

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

Tags: Add Tag
No Tags, Be the first to tag this record!
Keywords: information entropy; market information flows; trading behavior identification; news sentiment
College: Faculty of Humanities and Social Sciences
Issue: 9
Start Page: 1064