Unveiling the relation between herding and liquidity with trader lead-lag networks
Year of publication: |
2020
|
---|---|
Authors: | Campajola, Carlo ; Lillo, Fabrizio ; Tantari, Daniele |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 11, p. 1765-1778
|
Subject: | Complexity in finance | Econophysics | Estimation of stochastic systems | Herding | Statistical mechanics | Time series analysis | Theorie | Theory | Herdenverhalten | Zeitreihenanalyse | Ökonophysik | Stochastischer Prozess | Stochastic process |
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