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)
Zdroj: PLoS ONE. 4/17/2024, Vol. 19 Issue 4, p1-23. 23p.
Databáze: Academic Search Ultimate