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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/12/1786 |