In a novel take on the gradual information diffusion hypothesis of Hong et al.(2007), we
examine the predictive role of industries over aggregate stock market volatility. Using high …

Examining the gradual information diffusion hypothesis of Hong et al.(2007) in an emerging
market context, we show that industry returns possess predictive information regarding the …

We introduce continuity and temporariness into the independent cascade model to depict
information diffusion in a social network. Investor behavior changes are determined …

Abstract Information diffusion techniques and Monte Carlo methods have been widely used
in solving all kinds of problems of small samples with incomplete data in the field of natural …

In this paper, we provide evidence that the trading activity of small retail investors carries
significant genuine information that can be exploited for the short-term out-of-sample …

This article is interested in how efficiently individuals can use available information, and if
this will translate into efficient outcomes at the market level. Our use of available information …

Due to the rapid development of internet technology, it has provided convenient online
channels for information diffusion, which has resulted in the formation of complex network …

Algorithmic trading (AT) is the trading which is executed by computer algorithms to take
certain positions in response to market information. Algorithmic traders utilize mathematical …

We subdivide social network user's state to four kinds, Unknown state, Known state,
Informed state, refractory state. Different users may have different judgment for the same …

Bu makale, meşru olmayan bir piyasa uygulaması olarak bilinen “önceden işlem” leri ABD
sermaye piyasası otoritesi olan Menkul Kıymetler ve Borsalar Kurulu (SEC) tarafından …