Trade synchronization and social ties in stock markets.
Margarita BaltakieneKestutis BaltakysJuho KanniainenPublished in: EPJ Data Sci. (2022)
Keyphrases
- stock market
- social ties
- social interaction
- online social networks
- social networks
- link prediction
- short term
- financial time series
- trading rules
- stock returns
- stock price
- financial data
- social behavior
- stock data
- stock exchange
- online learning communities
- monetary policy
- social relationships
- online communities
- transaction costs
- micro level
- location prediction
- financial markets
- social media
- garch model
- long term
- feature space
- developed countries
- dimensionality reduction
- training data
- machine learning