Trading, Profits, and Volatility in a Dynamic Information Network Model
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Publication:5046715
DOI10.1093/restud/rdy058OpenAlexW4361868425WikidataQ129196549 ScholiaQ129196549MaRDI QIDQ5046715
Publication date: 9 November 2022
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/restud/rdy058
Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)
Related Items (5)
The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity ⋮ Information linkages in a financial market with imperfect competition ⋮ Identification of information networks in stock markets ⋮ The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information ⋮ Information aggregation in a financial market with general signal structure
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