Trading, profits, and volatility in a dynamic information network model
Year of publication: |
2019
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Authors: | Walden, Johan |
Published in: |
The review of economic studies : RES. - Oxford : Oxford Univ. Pr., ISSN 1467-937X, ZDB-ID 2009656-2. - Vol. 86.2019, 5, p. 2248-2283
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Subject: | Information networks | Trading networks | Heterogeneous investors | Portfolio choice | Asset pricing | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Netzwerk | Network | Anlageverhalten | Behavioural finance | Unternehmensnetzwerk | Business network | CAPM | Soziales Netzwerk | Social network | Kapitalmarkttheorie | Financial economics |
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