No Cover Image

Conference Paper/Proceeding/Abstract 198 views 102 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

Check full text

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
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa55816
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2020-12-03T10:15:12Z
last_indexed 2022-06-15T03:12:21Z
id cronfa55816
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2022-06-14T15:22:09.8314822</datestamp><bib-version>v2</bib-version><id>55816</id><entry>2020-12-03</entry><title>Information Transition in Trading and Its Effect on Market Efficiency: An Entropy Approach</title><swanseaauthors><author><sid>56dbf45233f1d80425924e81dc651635</sid><firstname>Alan</firstname><surname>Hawkes</surname><name>Alan Hawkes</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2020-12-03</date><deptcode>SGMGT</deptcode><abstract/><type>Conference Paper/Proceeding/Abstract</type><journal>Financial Mathematics and Fintech</journal><volume>1</volume><journalNumber/><paginationStart>59</paginationStart><paginationEnd>77</paginationEnd><publisher>Springer Singapore</publisher><placeOfPublication>Singapore</placeOfPublication><isbnPrint>9789811583728</isbnPrint><isbnElectronic>9789811583735</isbnElectronic><issnPrint>2662-7167</issnPrint><issnElectronic>2662-7175</issnElectronic><keywords>news sentiment; information entropy; market efficiency; intraday equity market</keywords><publishedDay>9</publishedDay><publishedMonth>2</publishedMonth><publishedYear>2021</publishedYear><publishedDate>2021-02-09</publishedDate><doi>10.1007/978-981-15-8373-5_4</doi><url/><notes/><college>COLLEGE NANME</college><department>School of Management - School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SGMGT</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2022-06-14T15:22:09.8314822</lastEdited><Created>2020-12-03T10:12:30.7028685</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Anqi</firstname><surname>Liu</surname><order>1</order></author><author><firstname>Jing</firstname><surname>Chen</surname><order>2</order></author><author><firstname>Steve Y.</firstname><surname>Yang</surname><order>3</order></author><author><firstname>Alan</firstname><surname>Hawkes</surname><order>4</order></author></authors><documents><document><filename>55816__18805__6fefed9cce474ed2addf9042dfdc0283.pdf</filename><originalFilename>AAM.pdf</originalFilename><uploaded>2020-12-03T10:14:53.3590445</uploaded><type>Output</type><contentLength>553540</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2022-02-09T00:00:00.0000000</embargoDate><copyrightCorrect>true</copyrightCorrect><language>eng</language></document></documents><OutputDurs/></rfc1807>
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
_version_ 1763753714965807104
score 11.012924

Similar Items