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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Format: | Others |
Language: | en |
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Biblioteca Digitais de Teses e Dissertações da USP
2019
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Online Access: | http://www.teses.usp.br/teses/disponiveis/18/18157/tde-13062019-093914/ |