Transaction Entropy: An Alternative Metric of Market Performance

Market uncertainty has a significant impact on market performance. Previous studies have dedicated much effort towards investigations into market uncertainty related to information asymmetry and risk. However, they have neglected the uncertainty inherent in market transactions, which is also an impo...

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Bibliographic Details
Main Authors: Hua Zhong, Xiaohao Liang, Yougui Wang
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/25/8/1140