Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic

Bibliographic Details
Main Authors: Mariko I. Ito, Yudai Honma, Takaaki Ohnishi, Tsutomu Watanabe, Kazuyuki Aihara
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2024-01-01
Series:PLoS ONE
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11023603/?tool=EBI