An Epidemic Model of Investor Behavior

I test whether social influence affects individual investors’ trading and stock returns. In each of the 20 most active stocks in Finland over 9 years, the number of owners in a municipality multiplied by the number of investors who do not own a stock, a measure of the rate of transmission of disease...

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Veröffentlicht in:	Journal of financial and quantitative analysis 2010-02, Vol.45 (1), p.169-198
1. Verfasser:	Shive, Sophie
Format:	Artikel
Sprache:	eng
Schlagworte:	Capital returns Disease models Disease transmission Diseases Economic behaviour Epidemics Epidemiology Finance Finland Forecasts Influence Investors News Owners P values Public health Quantitative analysis Social influence Social interaction Social motivation Stock returns Stock sales Susceptibility Trade
Online-Zugang:	Volltext
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