Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic.
Autor: | Ito, Mariko I.1 (AUTHOR), Honma, Yudai1 (AUTHOR) yudai@iis.u-tokyo.ac.jp, Ohnishi, Takaaki2 (AUTHOR), Watanabe, Tsutomu3 (AUTHOR), Aihara, Kazuyuki4 (AUTHOR) |
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Zdroj: | PLoS ONE. 4/17/2024, Vol. 19 Issue 4, p1-23. 23p. |
Databáze: | Academic Search Ultimate |
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