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Article: The Rate of Communication

TitleThe Rate of Communication
Authors
Issue Date2020
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jfec
Citation
Journal of Financial Economics (Forthcoming) How to Cite?
AbstractWe study the transmission of financial news and opinions through social interactions. We identify a series of plausibly exogenous shocks, which cause “treated investors” to trade abnormally. We then trace out the “contagion” of abnormal trading activity from the treated investors to their neighbors and their neighbors’ neighbors, which, coupled with methodology drawn from epidemiology, allows us to estimate the rate of communication and how much such rate varies with characteristics of the underlying investor population.
Persistent Identifierhttp://hdl.handle.net/10722/284763
ISSN
2020 Impact Factor: 6.988
2020 SCImago Journal Rankings: 11.673

 

DC FieldValueLanguage
dc.contributor.authorHuang, S-
dc.contributor.authorHwang, BH-
dc.contributor.authorLou, D-
dc.date.accessioned2020-08-07T09:02:18Z-
dc.date.available2020-08-07T09:02:18Z-
dc.date.issued2020-
dc.identifier.citationJournal of Financial Economics (Forthcoming)-
dc.identifier.issn0304-405X-
dc.identifier.urihttp://hdl.handle.net/10722/284763-
dc.description.abstractWe study the transmission of financial news and opinions through social interactions. We identify a series of plausibly exogenous shocks, which cause “treated investors” to trade abnormally. We then trace out the “contagion” of abnormal trading activity from the treated investors to their neighbors and their neighbors’ neighbors, which, coupled with methodology drawn from epidemiology, allows us to estimate the rate of communication and how much such rate varies with characteristics of the underlying investor population.-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/jfec-
dc.relation.ispartofJournal of Financial Economics-
dc.titleThe Rate of Communication-
dc.typeArticle-
dc.identifier.emailHuang, S: huangsy@hku.hk-
dc.identifier.authorityHuang, S=rp02052-
dc.identifier.hkuros312016-
dc.publisher.placeNetherlands-
dc.identifier.issnl0304-405X-

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