A social network model of investment behaviour in the stock market

Bakker, L., Hare, W., Khosravi, H. and Ramadanovic, B. (2010) A social network model of investment behaviour in the stock market. Physica A: Statistical Mechanics and its Applications, 389 6: 1223-1229. doi:10.1016/j.physa.2009.11.013


Author Bakker, L.
Hare, W.
Khosravi, H.
Ramadanovic, B.
Title A social network model of investment behaviour in the stock market
Journal name Physica A: Statistical Mechanics and its Applications   Check publisher's open access policy
ISSN 0378-4371
1873-2119
Publication date 2010-03-15
Sub-type Article (original research)
DOI 10.1016/j.physa.2009.11.013
Open Access Status Not yet assessed
Volume 389
Issue 6
Start page 1223
End page 1229
Total pages 7
Place of publication Amsterdam, Netherlands
Publisher Elsevier
Language eng
Abstract To consider the psychological factors that impact market valuation, a model is formulated for investment behaviour of traders whose decisions are influenced by their trusted peers' behaviour. The model is implemented and several different "trust networks" are tested. Simulation results demonstrate that real life trust networks can significantly delay the stabilisation of a market.
Keyword Complex system
Investment behaviour
Stock market
Trust network model
Q-Index Code C1
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collection: Institute for Teaching and Learning Innovation Publications
 
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Created: Thu, 15 Sep 2016, 02:08:41 EST by Hassan Khosravi on behalf of Learning and Research Services (UQ Library)