High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis

Keyphrases

• Stock Market 100%
• Ordering Transition 100%
• Markov Chain Analysis 100%
• US-China Trade War 100%
• Discrete-time Markov Chain 100%
• Market Order 100%
• High Volatility 100%
• Traders 66%
• Low Volatility 66%
• Trading Strategy 66%
• Trade War 66%
• Resilient 33%
• Macroeconomics 33%
• First-order 33%
• Recurring Patterns 33%
• Statistical Analysis 33%
• Active Participation 33%
• Markov Property 33%
• Maximum Likelihood Estimation 33%
• Stationary Distribution 33%
• Entropy Rate 33%
• Spectral Gap 33%
• Ordered Sequences 33%
• Chi-square Test 33%
• Heat Map 33%
• Ordering Time 33%
• Banking Sector 33%
• Finance Sector 33%
• Execution Order 33%
• Transaction Data 33%
• Transitional Dynamics 33%
• Limit Orders 33%
• Banking Capital 33%
• Spectral Entropy 33%
• Discrete Time Markov Chain Model 33%
• Transition Probability Matrix 33%
• Orders Dynamics 33%

Economics, Econometrics and Finance

• Markov Chain 100%
• Trade Dispute 100%
• Volatility 75%
• Finance 25%
• Macroeconomics 25%