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Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic
Ito MI,
Honma Y,
Ohnishi T,
Watanabe T,
Aihara K
(2024)
Exogenous and endogenous factors affecting stock market transactions: A Hawkes process analysis of the Tokyo Stock Exchange during the COVID-19 pandemic.
PLOS ONE 19(4): e0301462.
https://doi.org/10.1371/journal.pone.0301462