Talking to Digital Twins: Selective Disclosure and Belief Measurement in Financial Social Media
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Timm O. Sprenger & Andranik Tumasjan & Philipp G. Sandner & Isabell M. Welpe, 2014. "Tweets and Trades: the Information Content of Stock Microblogs," European Financial Management, European Financial Management Association, vol. 20(5), pages 926-957, November.
- Whitney Newey & Kenneth West, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Matthew Gentzkow & Jesse M. Shapiro, 2006.
"Media Bias and Reputation,"
Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 280-316, April.
- Matthew Gentzkow & Jesse Shapiro, 2005. "Media Bias and Reputation," NBER Working Papers 11664, National Bureau of Economic Research, Inc.
- Judd B. Kessler & Corinne Low & Colin D. Sullivan, 2019.
"Incentivized Resume Rating: Eliciting Employer Preferences without Deception,"
American Economic Review, American Economic Association, vol. 109(11), pages 3713-3744, November.
- Judd Kessler & Corinne Low & Colin D. Sullivan, 2019. "Incentivized Resume Rating: Eliciting Employer Preferences without Deception," Working Papers 2019-039, Human Capital and Economic Opportunity Working Group.
- Judd B. Kessler & Corinne Low & Colin Sullivan, 2019. "Incentivized Resume Rating: Eliciting Employer Preferences without Deception," NBER Working Papers 25800, National Bureau of Economic Research, Inc.
- Fama, Eugene F & French, Kenneth R, 1992. "The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
- Harrison Hong & Jeremy C. Stein, 2007.
"Disagreement and the Stock Market,"
Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 109-128, Spring.
- Hong, Harrison & Stein, Jeremy, 2007. "Disagreement and the Stock Market," Scholarly Articles 2894690, Harvard University Department of Economics.
- Paul C. Tetlock & Maytal Saar‐Tsechansky & Sofus Macskassy, 2008. "More Than Words: Quantifying Language to Measure Firms' Fundamentals," Journal of Finance, American Finance Association, vol. 63(3), pages 1437-1467, June.
- John R. Graham, 1999. "Herding among Investment Newsletters: Theory and Evidence," Journal of Finance, American Finance Association, vol. 54(1), pages 237-268, February.
- Miller, Edward M, 1977. "Risk, Uncertainty, and Divergence of Opinion," Journal of Finance, American Finance Association, vol. 32(4), pages 1151-1168, September.
- Harrison Hong & Jeremy C. Stein, 1999.
"A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets,"
Journal of Finance, American Finance Association, vol. 54(6), pages 2143-2184, December.
- Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc.
- De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990.
"Noise Trader Risk in Financial Markets,"
Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-738, August.
- J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.
- De Long, J. Bradford & Shleifer, Andrei & Summers, Lawrence H. & Waldmann, Robert J., 1990. "Noise Trader Risk in Financial Markets," Scholarly Articles 3725552, Harvard University Department of Economics.
- Dye, Ra, 1985. "Disclosure Of Nonproprietary Information," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 23(1), pages 123-145.
- Peter Kuhn & Kailing Shen, 2013. "Gender Discrimination in Job Ads: Evidence from China," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 128(1), pages 287-336.
- Karl B. Diether & Christopher J. Malloy & Anna Scherbina, 2002. "Differences of Opinion and the Cross Section of Stock Returns," Journal of Finance, American Finance Association, vol. 57(5), pages 2113-2141, October.
- Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
- Sedigheh Mahdavi & Jiating & Chen & Pradeep Kumar Joshi & Lina Huertas Guativa & Upmanyu Singh, 2025. "Integrating Large Language Models in Financial Investments and Market Analysis: A Survey," Papers 2507.01990, arXiv.org.
- Daniel Andrei & Michael Hasler, 2015. "Investor Attention and Stock Market Volatility," The Review of Financial Studies, Society for Financial Studies, vol. 28(1), pages 33-72.
- Marianne Bertrand & Sendhil Mullainathan, 2004.
"Are Emily and Greg More Employable Than Lakisha and Jamal? A Field Experiment on Labor Market Discrimination,"
American Economic Review, American Economic Association, vol. 94(4), pages 991-1013, September.
- Marianne Bertrand & Sendhil Mullainathan, 2003. "Are emily and greg more employable than lakisha and jamal? A field experiment on labor market discrimination," Natural Field Experiments 00216, The Field Experiments Website.
- Marianne Bertrand & Sendhil Mullainathan, 2003. "Are Emily and Greg More Employable than Lakisha and Jamal? A Field Experiment on Labor Market Discrimination," NBER Working Papers 9873, National Bureau of Economic Research, Inc.
- Sims, Christopher A., 2003. "Implications of rational inattention," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 665-690, April.
- Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
- repec:wyi:journl:002164 is not listed on IDEAS
- Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998.
"A model of investor sentiment,"
Journal of Financial Economics, Elsevier, vol. 49(3), pages 307-343, September.
- Nicholas Barberis & Andrei Shleifer & Robert W. Vishny, 1997. "A Model of Investor Sentiment," NBER Working Papers 5926, National Bureau of Economic Research, Inc.
- Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998. "A Model of Investor Sentiment," Scholarly Articles 30747159, Harvard University Department of Economics.
- Grossman, Sanford J & Stiglitz, Joseph E, 1980.
"On the Impossibility of Informationally Efficient Markets,"
American Economic Review, American Economic Association, vol. 70(3), pages 393-408, June.
- Sanford J Grossman & Joseph E Stiglitz, 1997. "On the Impossibility of Informationally Efficient Markets," Levine's Working Paper Archive 1908, David K. Levine.
- Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
- Womack, Kent L, 1996. "Do Brokerage Analysts' Recommendations Have Investment Value?," Journal of Finance, American Finance Association, vol. 51(1), pages 137-167, March.
- Itay P. Fainmesser & Andrea Galeotti, 2021. "The Market for Online Influence," American Economic Journal: Microeconomics, American Economic Association, vol. 13(4), pages 332-372, November.
- Kent Daniel & Alexander Klos & Simon Rottke, 2023. "The Dynamics of Disagreement," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2431-2467.
- David Broska & Michael Howes & Austin van Loon, 2025. "The Mixed Subjects Design: Treating Large Language Models as Potentially Informative Observations," Sociological Methods & Research, , vol. 54(3), pages 1074-1109, August.
- Brad Barber & Reuven Lehavy & Maureen McNichols & Brett Trueman, 2001. "Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns," Journal of Finance, American Finance Association, vol. 56(2), pages 531-563, April.
- repec:bla:jfinan:v:59:y:2004:i:1:p:137-163 is not listed on IDEAS
- Shleifer, Andrei, 2000. "Inefficient Markets: An Introduction to Behavioral Finance," OUP Catalogue, Oxford University Press, number 9780198292272.
- Verrecchia, Robert E., 1983. "Discretionary disclosure," Journal of Accounting and Economics, Elsevier, vol. 5(1), pages 179-194, April.
- Ivo Welch & Amit Goyal, 2008.
"A Comprehensive Look at The Empirical Performance of Equity Premium Prediction,"
The Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1455-1508, July.
- Amit Goyal & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," Yale School of Management Working Papers amz2412, Yale School of Management, revised 01 Jan 2006.
- Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series 21-85, Swiss Finance Institute.
- Amit Goval & Ivo Welch, 2004. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction," NBER Working Papers 10483, National Bureau of Economic Research, Inc.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021.
"Five Facts about Beliefs and Portfolios,"
American Economic Review, American Economic Association, vol. 111(5), pages 1481-1522, May.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five facts about beliefs and portfolios," CESifo Working Paper Series 7666, CESifo.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019. "Five Facts about Beliefs and Portfolios," NBER Working Papers 25744, National Bureau of Economic Research, Inc.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, Centre for Economic Policy Research.
- Lalwani, Vaibhav, 2025. "Finfluencer recommendations," Economics Letters, Elsevier, vol. 255(C).
- Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024. "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, vol. 37(11), pages 3490-3557.
- Tim Loughran & Bill Mcdonald, 2011. "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks," Journal of Finance, American Finance Association, vol. 66(1), pages 35-65, February.
- Reis, Ricardo, 2006.
"Inattentive consumers,"
Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1761-1800, November.
- Ricardo Reis, 2004. "Inattentive Consumers," Working Papers 135, Princeton University, School of Public and International Affairs, Discussion Papers in Economics.
- Ricardo Reis, 2004. "Inattentive Consumers," NBER Working Papers 10883, National Bureau of Economic Research, Inc.
- Markus Leippold & Saeid Vaghefi & Veruska Muccione & Julia Bingler & Dominik Stammbach & Chiara Colesanti Senni & Jingwei Ni & Tobias Wekhof & Tingyu Yu & Tobias Schimanski & Glen Gostlow & Jürg Luter, 2024. "Automated Fact-Checking of Climate Change Claims with Large Language Models," Swiss Finance Institute Research Paper Series 24-93, Swiss Finance Institute.
- Malcolm Baker & Jeffrey Wurgler, 2006.
"Investor Sentiment and the Cross‐Section of Stock Returns,"
Journal of Finance, American Finance Association, vol. 61(4), pages 1645-1680, August.
- Malcolm Baker & Jeffrey Wurgler, 2004. "Investor Sentiment and the Cross-Section of Stock Returns," NBER Working Papers 10449, National Bureau of Economic Research, Inc.
- Brad M. Barber & Terrance Odean, 2008. "All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors," The Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 785-818, April.
- Gabriele Ranco & Darko Aleksovski & Guido Caldarelli & Miha Grčar & Igor Mozetič, 2015. "The Effects of Twitter Sentiment on Stock Price Returns," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-21, September.
- Robin Greenwood & Andrei Shleifer, 2014.
"Expectations of Returns and Expected Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 714-746.
- Robin Greenwood & Andrei Shleifer, "undated". "Expectations of Returns and Expected Returns," Working Paper 102501, Harvard University OpenScholar.
- Greenwood, Robin Marc & Shleifer, Andrei, 2014. "Expectations of Returns and Expected Returns," Scholarly Articles 11880390, Harvard University Department of Economics.
- Robin Greenwood & Andrei Shleifer, 2013. "Expectations of Returns and Expected Returns," NBER Working Papers 18686, National Bureau of Economic Research, Inc.
- Sorescu, Sorin & Subrahmanyam, Avanidhar, 2006. "The Cross Section of Analyst Recommendations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(1), pages 139-168, March.
- Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019.
"Firm-Level Political Risk: Measurement and Effects,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2017. "Firm-level political risk: Measurement and effects," CEPR Discussion Papers 12436, Centre for Economic Policy Research.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-325, Boston University - Department of Economics.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Working Papers Series 96, Institute for New Economic Thinking.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2017. "Firm-Level Political Risk: Measurement and Effects," NBER Working Papers 24029, National Bureau of Economic Research, Inc.
- Gerard Hoberg & Gordon Phillips, 2016.
"Text-Based Network Industries and Endogenous Product Differentiation,"
Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1423-1465.
- Gerard Hoberg & Gordon M. Phillips, 2010. "Text-Based Network Industries and Endogenous Product Differentiation," NBER Working Papers 15991, National Bureau of Economic Research, Inc.
- Sebastian Lehner & Alejandro Lopez-Lira, 2026. "ChatGPT as a Time Capsule: The Limits of Price Discovery," Papers 2604.21433, arXiv.org.
- Joseph E. Engelberg & Christopher A. Parsons, 2011. "The Causal Impact of Media in Financial Markets," Journal of Finance, American Finance Association, vol. 66(1), pages 67-97, February.
- Paul C. Tetlock, 2007. "Giving Content to Investor Sentiment: The Role of Media in the Stock Market," Journal of Finance, American Finance Association, vol. 62(3), pages 1139-1168, June.
- Brad M. Barber & Xing Huang & Terrance Odean & Christopher Schwarz, 2022. "Attention‐Induced Trading and Returns: Evidence from Robinhood Users," Journal of Finance, American Finance Association, vol. 77(6), pages 3141-3190, December.
- repec:bla:jfinan:v:59:y:2004:i:3:p:1259-1294 is not listed on IDEAS
- Jegadeesh, Narasimhan & Titman, Sheridan, 1993. "Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 48(1), pages 65-91, March.
- John J. Horton & Apostolos Filippas & Benjamin S. Manning, 2023. "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," NBER Working Papers 31122, National Bureau of Economic Research, Inc.
- Mitchell, Mark L & Stafford, Erik, 2000.
"Managerial Decisions and Long-Term Stock Price Performance,"
The Journal of Business, University of Chicago Press, vol. 73(3), pages 287-329, July.
- Mark L. Mitchell & Erik Stafford, 1997. "Managerial Decisions and Long-Term Stock Price Performance," CRSP working papers 453, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Amanda Pallais, 2014. "Inefficient Hiring in Entry-Level Labor Markets," American Economic Review, American Economic Association, vol. 104(11), pages 3565-3599, November.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2019.
"Diagnostic Expectations and Stock Returns,"
Journal of Finance, American Finance Association, vol. 74(6), pages 2839-2874, December.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2017. "Diagnostic Expectations and Stock Returns," NBER Working Papers 23863, National Bureau of Economic Research, Inc.
- Jegadeesh, Narasimhan & Kim, Woojin, 2006. "Value of analyst recommendations: International evidence," Journal of Financial Markets, Elsevier, vol. 9(3), pages 274-309, August.
- Ralph S. J. Koijen & Bradford Levy, 2026. "Assessing the Benefits of Optimized Agentic AI Systems for Asset Pricing," NBER Working Papers 35431, National Bureau of Economic Research, Inc.
- Zhi Da & Joseph Engelberg & Pengjie Gao, 2011. "In Search of Attention," Journal of Finance, American Finance Association, vol. 66(5), pages 1461-1499, October.
- Daniel Ellsberg, 1961. "Risk, Ambiguity, and the Savage Axioms," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 75(4), pages 643-669.
- Songrun He & Linying Lv & Asaf Manela & Jimmy Wu, 2025. "Chronologically Consistent Large Language Models," Papers 2502.21206, arXiv.org, revised Jul 2025.
- J. Michael Brick & Douglas Williams, 2013. "Explaining Rising Nonresponse Rates in Cross-Sectional Surveys," The ANNALS of the American Academy of Political and Social Science, , vol. 645(1), pages 36-59, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wang, Yuyuan, 2026. "Investor attention, investor sentiment and media in stock market: A literature review and research agenda," International Review of Economics & Finance, Elsevier, vol. 106(C).
- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, June.
- Sebastian Lehner & Alejandro Lopez-Lira, 2026. "ChatGPT as a Time Capsule: The Limits of Price Discovery," Papers 2604.21433, arXiv.org.
- Prajwal Eachempati & Praveen Ranjan Srivastava, 2021. "Accounting for unadjusted news sentiment for asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(3), pages 383-422, May.
- David Hirshleife, 2015.
"Behavioral Finance,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 133-159, December.
- Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
- Qingyuan Han, 2025. "Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-37, December.
- Liu, Sha & Han, Jingguang, 2020. "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016.
"Media-expressed negative tone and firm-level stock returns,"
Journal of Corporate Finance, Elsevier, vol. 37(C), pages 152-172.
- Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016. "Media-expressed negative tone and firm-level stock returns," Open Access publications 10197/8208, Research Repository, University College Dublin.
- Chen, Shaoling & Wu, Jun & Liang, Weijuan & Yang, Haisheng, 2025. "News shock, limited institutional attention and stock market response: Evidence from China," Journal of Asian Economics, Elsevier, vol. 100(C).
- Hadhri, Sinda & Younus, Mehak & Naeem, Muhammad Abubakr & Yarovaya, Larisa, 2025. "Listening to the Market: Music sentiment and cryptocurrency returns," Journal of International Money and Finance, Elsevier, vol. 157(C).
- Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
- Alejandro Bernales & Marcela Valenzuela & Ilknur Zer, 2023. "Effects of Information Overload on Financial Markets: How Much Is Too Much?," International Finance Discussion Papers 1372, Board of Governors of the Federal Reserve System (U.S.).
- Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020. "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, vol. 70(2).
- Qian, Xiaolin, 2014. "Small investor sentiment, differences of opinion and stock overvaluation," Journal of Financial Markets, Elsevier, vol. 19(C), pages 219-246.
- Savor, Pavel G., 2012. "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, vol. 106(3), pages 635-659.
- Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
- Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
- Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
- Szymon Lis, 2024. "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers 2411.13180, arXiv.org.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2608.01181. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: https://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/arx/papers/2608.01181.html