Andersen, Jørgen Vitting; Vrontos, Ioannis; … - HAL - 2014
participants. Methodology: We introduce a socio-financial model that studies the impact of communication on the pricing in … communication in subgroups of different sizes. Nonlinear feedback effects between the market performance and changes in sentiments … perceived as arising due to abrupt sentiment changes via ongoing communication of the market participants. The model introduces …