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Trading, Profits, and Volatility in a Dynamic Information Network Model · Study

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PreprintTrading, Profits, and Volatility in a Dynamic Information Network Model

Johan Waldén2014

OA

Preprintgreen2014

Trading, Profits, and Volatility in a Dynamic Information Network Model

45 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Complex Network Analysis Techniques Complex Systems and Time Series Analysis

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 45 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1988A Theory of Intraday Patterns: Volume and Price Variability 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices 1987The Relation Between Price Changes and Trading Volume: A Survey 2004Social Interaction and Stock‐Market Participation 2001How Distance, Language, and Culture Influence Stockholdings and Trades 2000The investment behavior and performance of various investor types: a study of Finland's unique data set

Cited by

2021Social finance as cultural evolution, transmission bias, and market dynamics

Details

Year2014

Typepreprint

Published2014-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations45

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2561055

openalex_workW288839015

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