Information Contagion and Stock Price Crash Risk
We introduce continuity and temporariness into the independent cascade model to depict information diffusion in a social network. Investor behavior changes are determined according to the process of information diffusion, and the investment portfolio model consisting of sentiments is proposed to rev...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2021-01-01
|
Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2021/8891338 |