[HTML][HTML] Identification of information networks in stock markets

M Baltakienė, J Kanniainen, K Baltakys - Journal of Economic Dynamics …, 2021 - Elsevier
We introduce a novel method to identify information networks in stock markets, which
explicitly accounts for the impact of public information on investor trading decisions. We …

Trade synchronization and social ties in stock markets

M Baltakienė, K Baltakys, J Kanniainen - EPJ Data Science, 2022 - epjds.epj.org
Previous studies suggest that individuals sharing similar characteristics establish stronger
social relationships. This motivates us to examine what combinations of socioeconomic …

Structure of investor networks and financial crises

K Baltakys, H Le Viet, J Kanniainen - Entropy, 2021 - mdpi.com
In this paper, we ask whether the structure of investor networks, estimated using shareholder
registration data, is abnormal during a financial crises. We answer this question by …

Social finance: a model of social influence on financial markets

G Di Nardo - 2024 - eprints.soton.ac.uk
The purpose of this research project is to investigate the possible destabilizing effects
generated by social interactions between investors in financial markets, with particular …

Diffusion of Private Information in Stock Markets: A Network Approach

M Baltakienė - 2022 - trepo.tuni.fi
Network science has made its way to financial research after the crisis of 2008-2009.
Cascading failure of financial institutions revealed the complexity of the system and the …

The affect of investor sentiment on the return and risk of financial assets (A comparative analytical study)

MAM Al-Jabouri, MA Oleiwi - Periodicals of Engineering and …, 2020 - pen.ius.edu.ba
The study deals with the impact of investor emotion with two Stock markets in Middle East,
which are the Saudi Stock Exchange (Tadawul) and the Iraqi financial market. The research …