Dynamics of Information Flow between the Chinese A-Share Market and the U.S. Stock Market: From the 2008 Crisis to the COVID-19 Pandemic Period

The relationship between the Chinese market and the US market is widely concerned by researchers and investors. This paper uses transfer entropy and local random permutation ([Formula: see text]) surrogates to detect the information flow dynamics between two markets. We provide a detailed analysis o...

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Detalles Bibliográficos
Autores principales: Nie, Chun-Xiao, Xiao, Jing
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407295/
https://www.ncbi.nlm.nih.gov/pubmed/36010766
http://dx.doi.org/10.3390/e24081102

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9407295/
https://www.ncbi.nlm.nih.gov/pubmed/36010766
http://dx.doi.org/10.3390/e24081102

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