Developing a Composite Measure to Represent Information Flows in Networks: Evidence from a Stock Market.
Wuyue Phoebe ShangguanAlvin Chung Man LeungAshish AgarwalPrabhudev KonanaXi ChenPublished in: Inf. Syst. Res. (2022)
Keyphrases
- stock market
- information flows
- information flow
- short term
- emergency response
- financial time series
- stock exchange
- trading rules
- financial data
- stock index futures
- stock trading
- stock returns
- stock price
- organizational structure
- financial news
- garch model
- listed companies
- financial markets
- social networks
- stock data
- information systems
- team members
- decision making
- stock market data