The Information Flow between A and H Share Stock markets.
Yi ZhouXianda ShangZhuoli ZhangJianwu LinPublished in: ICPS (2019)
Keyphrases
- information flow
- stock market
- short term
- stock data
- flow analysis
- stock exchange
- stock returns
- stock price
- financial time series
- financial data
- social networks
- trading rules
- financial markets
- monetary policy
- information flows
- portfolio optimization
- communication networks
- long term
- information security
- stock trading
- supply chain
- flow graph
- foreign exchange
- garch model
- decision support system
- multi context systems