16-026/III - An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series

• Authors
  David E. Allen, Centre for Applied Financial Studies, UniSA, South Africa, and Visiting Professor University of Sydney, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, the Netherlands; Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Perth, Australia
• Publication date
  April 19, 2016

• Keywords
  DJIA, Sentiment, Entropy, TRNA, Information
• JEL
  D8