Conference Paper/Proceeding/Abstract 285 views 130 downloads
Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
Anqi Liu,
Jing Chen,
Steve Y. Yang,
Alan Hawkes
Financial Mathematics and Fintech, Volume: 1, Pages: 59 - 77
Swansea University Author: Alan Hawkes
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DOI (Published version): 10.1007/978-981-15-8373-5_4
Abstract
Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
| Published in: | Financial Mathematics and Fintech |
|---|---|
| ISBN: | 9789811583728 9789811583735 |
| ISSN: | 2662-7167 2662-7175 |
| Published: |
Singapore
Springer Singapore
2021
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa55816 |
| Tags: |
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| Keywords: |
news sentiment; information entropy; market efficiency; intraday equity market |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Start Page: |
59 |
| End Page: |
77 |