Market Sentiments Distribution Law
AbstractThe Stock Exchange is basically ruled by the extreme market sentiments of euphoria and fear. The type of sentiment is given by the color of the candlestick (white = bullish sentiments, black = bearish sentiments), meanwhile the intensity of the sentiment is given by the size of it. In this paper you will see that the intensity of any sentiment is astonishingly distributed in a robust, systematic and universal way, according to a law of exponential decay, the conclusion of which is supported by the analysis of the Lyapunov exponent, the information entropy and the frequency distribution of candlestick size. View Full-Text
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Reyes-Molina, J. Market Sentiments Distribution Law. Entropy 2016, 18, 324.
Reyes-Molina J. Market Sentiments Distribution Law. Entropy. 2016; 18(9):324.Chicago/Turabian Style
Reyes-Molina, Jorge. 2016. "Market Sentiments Distribution Law." Entropy 18, no. 9: 324.
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