Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
Qiuna LvLiyan HanYipeng WanLibo YinPublished in: Entropy (2018)
Keyphrases
- chinese stock market
- stock market
- stock price
- listed companies
- stock returns
- panel data
- stock data
- financial data
- mutual information
- information theory
- information management
- stock exchange
- empirical evidence
- trading systems
- convertible bonds
- business environment
- enterprise systems
- stock trading
- word segmentation
- financial markets
- information theoretic
- non stationary
- knowledge management
- dynamic pricing
- information systems
- garch model
- exchange rate
- market prices
- information technology
- web services