Dynamics of Information Flow between the Chinese A-Share Market and the U.S. Stock Market: From the 2008 Crisis to the COVID-19 Pandemic Period.
Chun-Xiao NieJing XiaoPublished in: Entropy (2022)
Keyphrases
- information flow
- stock market
- chinese stock market
- listed companies
- stock returns
- stock price
- financial data
- stock exchange
- financial time series
- short term
- market prices
- social networks
- trading rules
- financial markets
- information flows
- financial crisis
- trading strategies
- communication networks
- stock data
- financial news
- garch model
- stock index futures
- foreign exchange
- early warning
- stock trading
- portfolio optimization
- supply chain
- flow graph
- technical indicators
- investment strategies
- information security
- stock market data
- information systems
- portfolio selection
- long term