Pages that link to "Item:Q654508"
From MaRDI portal
The following pages link to Asset pricing in large information networks (Q654508):
Displaying 13 items.
- Tackling information asymmetry in networks: a new entropy-based ranking index (Q1756553) (← links)
- Asset price dynamics with heterogeneous beliefs and local network interactions (Q1994187) (← links)
- The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information (Q2019354) (← links)
- A case study on the shareholder network effect of stock market data: an SARMA approach (Q2090415) (← links)
- A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy (Q2201709) (← links)
- Identification of information networks in stock markets (Q2246787) (← links)
- Information aggregation in a financial market with general signal structure (Q2324817) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- Liquidity Induced Asset Bubbles via Flows of ELMMs (Q4579843) (← links)
- Network Influence Analysis (Q5037784) (← links)
- Trading, Profits, and Volatility in a Dynamic Information Network Model (Q5046715) (← links)
- Information linkages in a financial market with imperfect competition (Q6165252) (← links)
- MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS (Q6203245) (← links)
