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Multi-Scale Characteristics of Investor Sentiment Transmission Based on Wavelet, Transfer Entropy and Network Analysis

Investor sentiment transmission is significantly influential over financial markets. Prior studies do not reach a consensus about the multi-scale transmission patterns of investor sentiment. Our study proposed a composite set of methods based on wavelet, transfer entropy, and network analysis to exp...

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Detalles Bibliográficos
Autores principales:	Han, Muye, Zhou, Jinsheng
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	MDPI 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9778233/ https://www.ncbi.nlm.nih.gov/pubmed/36554190 http://dx.doi.org/10.3390/e24121786

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