Information linkages and correlated trading

168 citations recorded by the source corpus.

Citations in the corpus

PRICE INFERENCE IN SMALL MARKETS (2012, unknown): “11 Malinova and Smith (2006) and Colla and Mele (2010) studied spatial informational linkages in a linear-normal setting: While the asset has a fundamental value, traders pool signals with their EXAMPLE 2 —Spatial Model: I bidders are located on a circle.”
Investor Networks in the Stock Market (2014, unknown): “In this paper, we focus on such diverse information as a motive for heterogeneous trading, and study investor behavior through the lens of information networks (Colla and Mele (2010), Ozsoylev and Walden (2011), Han and Yang (2013)).”
Endogenous intermediation in over-the-counter markets (2015, unknown): “Some other papers look at trading in exchanges and analyze how information is transmitted through a network and embedded in prices (Colla and Mele (2010) and Ozsoylev and Walden (2009)).”
The People in Your Neighborhood: Social Interactions and Mutual Fund Portfolios (2013, unknown): “See for example, Malinova and Smith (2006), Colla and Mele (2010), Ozsoylev and Walden (2011), and Han and Yang (2013).”