Quantifying the Cross-Correlations between Online Market Participation Willingness and Stock Market Dynamics.
Gang ChuXiao LiYongjie ZhangPublished in: Complex. (2020)
Keyphrases
- stock market
- cross correlations
- stock price
- financial data
- short term
- stock exchange
- market prices
- stock returns
- financial time series
- financial markets
- trading rules
- stock data
- chinese stock market
- trading strategies
- garch model
- stock trading
- listed companies
- image pixels
- stock index futures
- long term
- investment strategies
- foreign exchange
- financial news
- decision making
- trading systems
- image quality
- denoising