Information flow between composite stock index and individual stocks

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 12, 2008, Pages 2851-2856

  Kwon, Okyu ^a   Yang, Jae Suk ^a  

^a Korea University   (South Korea)

Author keywords

Econophysics; Information flow; Stock market; Transfer entropy

Indexed keywords

DATA TRANSFER; ENTROPY; MARKETING;

ECONOPHYSICS; INFORMATION FLOW; STOCK MARKET; TRANSFER ENTROPY;

INFORMATION SYSTEMS;

EID: 40249118303     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.01.007     Document Type: Article

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