Hawkes, A., Liu, A., Chen, J., & Yang, S. Y. (2020). The Flow of Information in Trading: An Entropy Approach to Market Regimes. Entropy, 22(9), p. 1064. doi:10.3390/e22091064

Hawkes, Alan, Anqi Liu, Jing Chen, and Steve Y. Yang. "The Flow of Information in Trading: An Entropy Approach to Market Regimes." Entropy 22, no. 9 (2020): 1064.

Hawkes, Alan, Anqi Liu, Jing Chen, and Steve Y. Yang. "The Flow of Information in Trading: An Entropy Approach to Market Regimes." Entropy 22.9 (2020): 1064.