Stock Portfolio Structure of Individual Investors Infers Future Trading Behavior-Reference-Cited by-同舟云学术

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Stock Portfolio Structure of Individual Investors Infers Future Trading Behavior

Published:2014-07-28 Issue:7 Volume:9 Page:e103006
ISSN:1932-6203
Container-title:PLoS ONE
language:en
Short-container-title:PLoS ONE

Author:

Bohlin Ludvig,Rosvall Martin

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference41 articles.

1. Heterogeneous agent models in economics and finance;CH Hommes;Handbook of computational economics,2006

2. A survey of behavioral finance;N Barberis;Handbook of the Economics of Finance,2003

3. Barber BM, Odean T (2011) The behavior of individual investors. Available at SSRN 1872211.

4. Proximity always matters: Local bias when the set of local companies changes;A Bodnaruk;Review of finance,2009

5. Twitter mood predicts the stock market;J Bollen;Journal of Computational Science,2011

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1. Intelligent Asset Allocation using Predictions of Deep Frequency Decomposition;Expert Systems with Applications;2021-12

2. Clusters of Traders in Financial Markets;Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics;2020

3. Mapping individual behavior in financial markets: synchronization and anticipation;EPJ Data Science;2019-03-27

4. The neighborhood effects of provincial-level stock market participation in China;Physica A: Statistical Mechanics and its Applications;2018-11

5. Individual investment decision behaviors based on demographic characteristics: Case from China;PLOS ONE;2018-08-09

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