The financial market provides a mechanism for aggregating information of heterogeneous traders, who have different beliefs, knowledge and trading strategies. This paper studies the interactions between heterogeneous traders and their impacts on price discovery by developing a pricing model for...

With the deepening of economic integration, it is important to study the spillover effect of macroeconomic uncertainty among regions along with social network knowledge. Based on microblog users' network connection, this paper analyzes the network factors that affect the uncertain spillover...

The main objective of the ICITMS 2012 is to provide a platform for researchers, engineers, academics and industrial professionals from all over the world to present their research results and development activities in Information Technology and Management Science. This conference provides...