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Information flow, trading activity and commodity futures volatility
Clements, Adam; Todorova, Neda - In: The journal of futures markets 36 (2016) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
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Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil
Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196
Persistent link: https://www.econbiz.de/10012172691
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A model of information diffusion with asymmetry and confidence effects in financial markets
Yang, Haijun; Qi, Shu; Zhang, Zhou; Koslowsky, David - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012822202
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Private information transmission, momentum and reversal
Yang, Haijun; Xia, Wei - In: The journal of behavioral finance : a publication of … 21 (2020) 3, pp. 311-322
Persistent link: https://www.econbiz.de/10012287213
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Firm-specific information and systemic risk
Clements, Adam; Liao, Yin - In: Economic modelling 90 (2020), pp. 480-493
Persistent link: https://www.econbiz.de/10012428956
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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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Dynamics of momentum in financial markets based on the information diffusion in complex social networks
Cai, Xing; Xia, Wei; Huang, Weihua; Yang, Haijun - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014525982