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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

Published in: Financial Mathematics and Fintech
ISBN: 9789811583728 9789811583735
ISSN: 2662-7167 2662-7175
Published: Singapore Springer Singapore 2021
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URI: https://cronfa.swan.ac.uk/Record/cronfa55816
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first_indexed 2020-12-03T10:15:12Z
last_indexed 2022-06-15T03:12:21Z
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spelling 2022-06-14T15:22:09.8314822 v2 55816 2020-12-03 Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach 56dbf45233f1d80425924e81dc651635 Alan Hawkes Alan Hawkes true false 2020-12-03 SGMGT Conference Paper/Proceeding/Abstract Financial Mathematics and Fintech 1 59 77 Springer Singapore Singapore 9789811583728 9789811583735 2662-7167 2662-7175 news sentiment; information entropy; market efficiency; intraday equity market 9 2 2021 2021-02-09 10.1007/978-981-15-8373-5_4 COLLEGE NANME School of Management - School COLLEGE CODE SGMGT Swansea University 2022-06-14T15:22:09.8314822 2020-12-03T10:12:30.7028685 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Anqi Liu 1 Jing Chen 2 Steve Y. Yang 3 Alan Hawkes 4 55816__18805__6fefed9cce474ed2addf9042dfdc0283.pdf AAM.pdf 2020-12-03T10:14:53.3590445 Output 553540 application/pdf Accepted Manuscript true 2022-02-09T00:00:00.0000000 true eng
title Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
spellingShingle Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
Alan Hawkes
title_short Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
title_full Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
title_fullStr Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
title_full_unstemmed Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
title_sort Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach
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 Conference Paper/Proceeding/Abstract
container_title Financial Mathematics and Fintech
container_volume 1
container_start_page 59
publishDate 2021
institution Swansea University
isbn 9789811583728
9789811583735
issn 2662-7167
2662-7175
doi_str_mv 10.1007/978-981-15-8373-5_4
publisher Springer Singapore
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2021-02-09T04:10:18Z
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