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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| 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 |