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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References
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Tay, N.S.P. (2009). Social Network Characteristics and the Evolution of Investor Sentiment. In: Terano, T., Kita, H., Takahashi, S., Deguchi, H. (eds) Agent-Based Approaches in Economic and Social Complex Systems V. Agent-Based Social Systems, vol 6. Springer, Tokyo. https://doi.org/10.1007/978-4-431-87435-5_17
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DOI: https://doi.org/10.1007/978-4-431-87435-5_17
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Publisher Name: Springer, Tokyo
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Online ISBN: 978-4-431-87435-5
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