Evidence map›Paper›PMID 33286908›Full record

ArticleEntropy (Basel, Switzerland)2020

Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data.

Catherine Kyrtsou, Christina Mikropoulou, Angeliki Papana

Abstract read
In one paragraph

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 2 papers.

0numbers the graph read from it
0cells of the map it votes in
2citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

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.

2 · The registry

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.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

2 citing papers in PubMed.

  1. Article
  2. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

3 authors.

Catherine KyrtsouDepartment of Economics, University of Macedonia, 54636 Thessaloniki, Greece.
Christina MikropoulouDepartment of Economics, University of Macedonia, 54636 Thessaloniki, Greece.ORCID 0000-0003-2364-4901
Angeliki PapanaDepartment of Economics, University of Macedonia, 54636 Thessaloniki, Greece.ORCID 0000-0003-4472-8274

Funding

Hellenic Foundation for Research and Innovation (HFRI) and the General Secretariat for Research and Technology (GSRT) 794
6 · The paper itself

Abstract

In financial markets, information constitutes a crucial factor contributing to the evolution of the system, while the presence of heterogeneous investors ensures its flow among financial products. When nonlinear trading strategies prevail, the diffusion mechanism reacts accordingly. Under these conditions, information englobes behavioral traces of traders' decisions and represents their actions. The resulting effect of information endogenization leads to the revision of traders' positions and affects connectivity among assets. In an effort to investigate the computational dimensions of this effect, we first simulate multivariate systems including several scenarios of noise terms, and then we apply direct causality tests to analyze the information flow among their variables. Finally, empirical evidence is provided in real financial data.

Indexed as

direct causalityinformation endogenizationnonlinear connectivitystock portfolios

Identifiers

PMID33286908
PMCPMC7597289

What OpenQuestion holds

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Registered trials

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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.