An Epidemic Model of Investor Behavior

By Sophie Shive. Journal of Financial and Quantitative Analysis, 2009

151 citations recorded by the source corpus.

Citations in the corpus

Predicting the Spread of Financial Innovations: An Epidemiological Approach (2013, unknown): “Shive (2010) studies social trading using data on the 20 most active stocks in Finland over a period of nine years.”
Peer performance and stock market entry (2012, unknown): “…(Sacerdote 2001), pension plan participation (Duflo and Saez 2002), stock market participation (Hong, Kubik, and Stein 2004), stock market trading (Shive 2009), choice of a health plan (Sorensen 2006), automobile purchases (Grinblatt, Keloharju, and Ikäheimo 2008), choice of workplace (Topa,…”
No Place Like Home: Familiarity in Mutual Fund Manager Portfolio Choice (2012, unknown): “Baik, Kang, and Kim (2010) find that trading by local institutions predicts future stock returns, while the predictive abilities are weaker for nonlocal institutions. Bernile, Kumar, and Sulaeman (2010) offer an alternative to institutional proximity to headquarters as a measure of information.”
Presidential Address: Social Transmission Bias in Economics and Finance (2020, unknown): “6 See, for example, Glaeser, Sacerdote, and Scheinkman (1996), Kelly and O’Grada (2000), Brock and Durlauf (2001), Duflo and Saez (2002, 2003), Hong, Kubik, and Stein (2004), Rantala (2019), and Bailey et al. (2019).”