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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
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URI: https://cronfa.swan.ac.uk/Record/cronfa55813
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first_indexed 2020-12-03T10:03:51Z
last_indexed 2021-01-27T04:19:39Z
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spelling 2021-01-26T16:42:44.6909754 v2 55813 2020-12-03 The Flow of Information in Trading: An Entropy Approach to Market Regimes 56dbf45233f1d80425924e81dc651635 Alan Hawkes Alan Hawkes true false 2020-12-03 SGMGT Journal Article Entropy 22 9 1064 MDPI AG 1099-4300 information entropy; market information flows; trading behavior identification; news sentiment 22 9 2020 2020-09-22 10.3390/e22091064 COLLEGE NANME School of Management COLLEGE CODE SGMGT Swansea University 2021-01-26T16:42:44.6909754 2020-12-03T10:01:56.9163451 School of Management Accounting and Finance Anqi Liu 1 Jing Chen 2 Steve Y. Yang 3 Alan Hawkes 4 55813__19186__54a6456d0c4e4942a685a7c70ba25a78.pdf 55813.pdf 2021-01-26T16:40:51.7573615 Output 825096 application/pdf Version of Record true ©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 true eng http://creativecommons.org/licenses/by/4.0/
title The Flow of Information in Trading: An Entropy Approach to Market Regimes
spellingShingle The Flow of Information in Trading: An Entropy Approach to Market Regimes
Alan Hawkes
title_short The Flow of Information in Trading: An Entropy Approach to Market Regimes
title_full The Flow of Information in Trading: An Entropy Approach to Market Regimes
title_fullStr The Flow of Information in Trading: An Entropy Approach to Market Regimes
title_full_unstemmed The Flow of Information in Trading: An Entropy Approach to Market Regimes
title_sort The Flow of Information in Trading: An Entropy Approach to Market Regimes
author_id_str_mv 56dbf45233f1d80425924e81dc651635
author_id_fullname_str_mv 56dbf45233f1d80425924e81dc651635_***_Alan Hawkes
author Alan Hawkes
author2 Anqi Liu
Jing Chen
Steve Y. Yang
Alan Hawkes
format Journal article
container_title Entropy
container_volume 22
container_issue 9
container_start_page 1064
publishDate 2020
institution Swansea University
issn 1099-4300
doi_str_mv 10.3390/e22091064
publisher MDPI AG
college_str School of Management
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hierarchy_top_title School of Management
hierarchy_parent_id schoolofmanagement
hierarchy_parent_title School of Management
department_str Accounting and Finance{{{_:::_}}}School of Management{{{_:::_}}}Accounting and Finance
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published_date 2020-09-22T04:11:03Z
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