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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

Published in: Financial Mathematics and Fintech
ISBN: 9789811583728 9789811583735
ISSN: 2662-7167 2662-7175
Published: Singapore Springer Singapore 2021
Online Access: Check full text

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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