The impacts of investor network and herd behavior on market stability: social learning, network structure, and heterogeneity
From MaRDI portal
Publication:6106790
DOI10.1016/j.ejor.2022.07.016MaRDI QIDQ6106790
Publication date: 3 July 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- An analysis of the effect of noise in a heterogeneous agent financial market model
- Quantal response equilibria with heterogeneous agents
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Robust and sparse banking network estimation
- Quantal response equilibria for normal form games
- Social learning in networks: a quantal response equilibrium analysis of experimental data
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Pricing and referrals in diffusion on networks
- Word-of-mouth and estimating demand based on network structure and epidemic models
- Dynamic large financial networks \textit{via} conditional expected shortfalls
- Bounded rationality, asymmetric information and mispricing in financial markets
- Behavioral equilibrium and evolutionary dynamics in asset markets
- Bounded rationality in clearing service systems
- Paternalism, homophily and cultural transmission in random networks
- Diffusion in complex social networks
- Rapid innovation diffusion in social networks
- A Rational Route to Randomness
- HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
- Dynamic Logit With Choice Aversion
- Word-of-Mouth Communication and Social Learning
- The Speed of Innovation Diffusion in Social Networks
- Trading, Profits, and Volatility in a Dynamic Information Network Model