Analysis of Empirical Investor Networks and Information Events in Stock Market

by Shiraz Farouq

Institution: Uppsala University
Year: 2013
Keywords: Engineering and Technology; Teknik och teknologier; Masterprogram i tillämpad beräkningsvetenskap; Master Programme in Computational Science
Record ID: 1358221
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-215603


We did further analysis to understand the dynamics of information diffusion in an"Empirical Investor Network (EIN) [8]. We find that the timings of the trades are of crucial importance for central investors. We find further evidence that central traders have information advantage and information diffusion plays a central role in their profitability. We verify through our robustness tests that all results hold up when profits are calculated using actual realized returns instead of a fixed holding period.