Identification of information networks in stock markets

DOI10.1016/j.jedc.2021.104217zbMath1475.91334OpenAlexW3194896533MaRDI QIDQ2246787

Juho Kanniainen, Kęstutis Baltakys, Margarita Baltakienė

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2021.104217

zbMATH Keywords

private informationpublic informationnetwork inferenceinformation transferinformation channelsinvestor network

Mathematics Subject Classification ID

Economics of information (91B44) Financial markets (91G15)

Cites Work

• Unnamed Item
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• The market nanostructure origin of asset price time reversal asymmetry
• Trading, Profits, and Volatility in a Dynamic Information Network Model

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