ArticleEntropy (Basel, Switzerland)2020
Information Transfer between Stock Market Sectors: A Comparison between the USA and China.
Article in Entropy (Basel, Switzerland), 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 8 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
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Who cites it
8 citing papers in PubMed.
- Improving data efficiency for analyzing global exchange rate fluctuations based on nonlinear causal network-based clustering.Annals of operations research · 2022Article
- Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships.Sensors (Basel, Switzerland) · 2022Article
- Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods.Entropy (Basel, Switzerland) · 2022Article
- Detecting and Analyzing Politically-Themed Stocks Using Text Mining Techniques and Transfer Entropy-Focus on the Republic of Korea's Case.Entropy (Basel, Switzerland) · 2021Article
- Complexity in Economic and Social Systems.Entropy (Basel, Switzerland) · 2021Article
- Synergistic Information Transfer in the Global System of Financial Markets.Entropy (Basel, Switzerland) · 2020Article
- Driver Countries in Global Banking Network.Entropy (Basel, Switzerland) · 2020Article
- Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity?Entropy (Basel, Switzerland) · 2020Article
Corrections and comments
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Authors and funding
4 authors.
Funding
Abstract
Information diffusion within financial markets plays a crucial role in the process of price formation and the propagation of sentiment and risk. We perform a comparative analysis of information transfer between industry sectors of the Chinese and the USA stock markets, using daily sector indices for the period from 2000 to 2017. The information flow from one sector to another is measured by the transfer entropy of the daily returns of the two sector indices. We find that the most active sector in information exchange (i.e., the largest total information inflow and outflow) is the
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.