Price Linkage Rumors in the Stock Market and Investor Risk Contagion on Bilayer-Coupled Networks.
Yue DongJiepeng WangTingqiang ChenPublished in: Complex. (2019)
Keyphrases
- stock market
- financial markets
- portfolio optimization
- stock price
- asset allocation
- short term
- trading rules
- financial data
- social networks
- stock data
- risk management
- information diffusion
- stock exchange
- financial time series
- network structure
- stock trading
- investment strategies
- listed companies
- portfolio theory
- trading strategies
- stock index futures
- financial news
- market data
- financial information
- risk assessment
- portfolio management
- garch model
- early warning
- record linkage
- stock market data
- portfolio selection
- risk analysis
- stock returns
- neural network