Social Network Characteristics and the Evolution of Investor Sentiment

DOI: 10.1007/978-4-431-87435-5_17

ABSTRACT This paper creates a bare bone model to understand how network characteristics such as the richness of the information environment,
tendency for investors to extrapolate past data and social influence affect the transmission and evolution of investor sentiment
within the network. Our results replicate qualitatively the empirical characteristics of actual investor sentiment documented
by [1].

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