Trading Imbalance in Chinese Stock Market—A High-Frequency View

Although an imbalance of buying and selling profoundly affects the formation of market trends, a fine-granularity investigation of this perplexity of trading behavior is still missing. Instead of using existing entropy measures, this paper proposed a new indicator based on transaction dataset that e...

Descripción completa

Detalles Bibliográficos
Autores principales: Lu, Shan, Zhao, Jichang, Wang, Huiwen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517523/
https://www.ncbi.nlm.nih.gov/pubmed/33286666
http://dx.doi.org/10.3390/e22080897

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517523/
https://www.ncbi.nlm.nih.gov/pubmed/33286666
http://dx.doi.org/10.3390/e22080897

Ejemplares similares