The dynamics of price-volume information transfer in the cryptocurrency markets

DOI10.1142/S0219525920500149MaRDI QIDQ6497543

Chun-Xiao Nie, Jinglan Zheng

Publication date: 6 May 2024

Published in: Advances in Complex Systems (Search for Journal in Brave)

zbMATH Keywords

priceinformation theorytransfer entropycryptocurrencytransaction volume

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Effective transfer entropy approach to information flow between exchange rates and stock markets
• Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets?
• Comparison of transfer entropy methods for financial time series
• Cross-correlations between volume change and price change
• Using transfer entropy to measure information flows between financial markets

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