A model of information flows and confirmatory bias in financial markets

DOI10.1007/S10203-015-0164-YMaRDI QIDQ894206zbMATH OpenOpenAlexFDO

Authors Mark P. Bowden

Publication date 27 November 2015

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-015-0164-y

zbMATH Keywords

behavioral financecognitive dissonancenetwork economicsconfirmatory biasinformation contagion

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Economics of information (91B44) Actuarial science and mathematical finance (91G99)

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Cites work

• scientific article; zbMATH DE number 1950482 (Why is no real title available?)
• A dynamic analysis of moving average rules
• Collective dynamics of `small-world' networks
• Do I really want to know? A cognitive dissonance-based explanation of other-regarding behavior
• First Impressions Matter: A Model of Confirmatory Bias
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• The Dynamic Interaction of Speculation and Diversification
• The impact of interaction and social learning on aggregate expectations

Cited in

(2)

• Turning the heat on financial decisions: examining the role temperature plays in the incidence of bias in a time-limited financial market
• scientific article; zbMATH DE number 1804077 (Why is no real title available?)

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