Recommendations
- Equilibrium asset pricing in directed networks
- Information and asset pricing
- Asset pricing under information-processing constraints
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Information networks and market behavior
- Identification of information networks in stock markets
- Information structure and equilibrium asset prices
Cites work
- A Model of Intertemporal Asset Prices Under Asymmetric Information
- A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets
- Collective dynamics of `small-world' networks
- Complex graphs and networks
- Continuous Auctions and Insider Trading
- Emergence of Scaling in Random Networks
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 3814037 (Why is no real title available?)
- ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
- On the aggregation of information in competitive markets
- Persuasion Bias, Social Influence, and Unidimensional Opinions
- Social and economic networks.
- The structure of scientific collaboration networks
- Zipf's Law for Cities: An Explanation
Cited in
(14)- Tackling information asymmetry in networks: a new entropy-based ranking index
- Asset price dynamics with heterogeneous beliefs and local network interactions
- The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information
- A case study on the shareholder network effect of stock market data: an SARMA approach
- A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy
- Identification of information networks in stock markets
- Information aggregation in a financial market with general signal structure
- The topology of overlapping portfolio networks
- Liquidity induced asset bubbles via flows of ELMMs
- Network Influence Analysis
- Trading, profits, and volatility in a dynamic information network model
- Equilibrium asset pricing in directed networks
- Information linkages in a financial market with imperfect competition
- MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS
This page was built for publication: Asset pricing in large information networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654508)