A model of information diffusion with asymmetry and confidence effects in financial markets
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DOI: 10.1016/j.najef.2021.101404
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More about this item
Keywords
Asymmetrical information diffusion; Confidence effects; Momentum; Financial markets;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G40 - Financial Economics - - Behavioral Finance - - - General
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