Analysis of Empirical Investor Networks and Information Events in Stock Market

We did further analysis to understand the dynamics of information diffusion in an"Empirical Investor Network (EIN) [8]. We find that the timings of the trades are of crucial importance for central investors. We find further evidence that central traders have information advantage and informatio...

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Bibliographic Details
Main Author: Farouq, Shiraz
Format: Others
Language:English
Published: Uppsala universitet, Institutionen för informationsteknologi 2013
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-215603