Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market
By introducing net entropy into a stock network, this paper focuses on investigating the impact of network entropy on market returns and trading in the Chinese Growth Enterprise Market (GEM). In this paper, indices of Wu structure entropy (WSE) and SD structure entropy (SDSE) are considered as indic...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2018-10-01
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Series: | Entropy |
Subjects: | |
Online Access: | http://www.mdpi.com/1099-4300/20/10/805 |