Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data

In financial markets, information constitutes a crucial factor contributing to the evolution of the system, while the presence of heterogeneous investors ensures its flow among financial products. When nonlinear trading strategies prevail, the diffusion mechanism reacts accordingly. Under these cond...

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Detalles Bibliográficos
Autores principales: Kyrtsou, Catherine, Mikropoulou, Christina, Papana, Angeliki
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597289/
https://www.ncbi.nlm.nih.gov/pubmed/33286908
http://dx.doi.org/10.3390/e22101139

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597289/
https://www.ncbi.nlm.nih.gov/pubmed/33286908
http://dx.doi.org/10.3390/e22101139

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