Zhang, Yongjie; Feng, Lina; Jin, Xi; Shen, Dehua; … - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 70-74
This article employs the number of news appeared in Baidu News as a novel proxy for information arrival and investigates the validation of the Mixture of Distribution Hypothesis (MDH) using a sample of SME PRICE INDEX in China. The empirical results reveal a positive impact of internet...
