The peer effects in asset price models: evidences from emerging and developed countries

This study investigates the peer effect in the asset pricing models in the international stock market. The peer effect theory proposes a dependence between individual decisions due to interactions that create a social network structure. The idea is that we need to understand the correlation between...

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Bibliographic Details
Main Author: Selan, Beatriz
Other Authors: Kalatzis, Aquiles Elie Guimarães
Format: Others
Language:en
Published: Biblioteca Digitais de Teses e Dissertações da USP 2019
Subjects:
Online Access:http://www.teses.usp.br/teses/disponiveis/18/18157/tde-13062019-093914/