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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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2022-12-01
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| coleção: | Entropy |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1099-4300/24/12/1786 |
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