Information Transfer between Stock Market Sectors: A Comparison between the USA and China.
Peng YueYaodong FanJonathan A. BattenWei-Xing ZhouPublished in: Entropy (2020)
Keyphrases
- stock market
- information transfer
- listed companies
- short term
- chinese stock market
- trading rules
- financial time series
- stock exchange
- stock trading
- stock index futures
- stock price
- financial data
- information processing
- financial news
- end users
- human learning
- financial markets
- stock returns
- long term
- stock data
- hong kong
- credit risk
- information flow
- signal processing