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The influence of social network scale on stock price discovery

  • Beihang University

Research output: Contribution to journalConference articlepeer-review

Abstract

We propose a new heterogenous agent model with dynamic continuous double auction stock market and agent social network. Analysing the experimental results, we deem that the scale of agent social networks has a significant impact on price discovery and liquidity in the stock market. In the small-scale market, price discovery is slow, liquidity is poor, and market efficiency is low. In the large-scale market, price discovery is fast, liquidity is strong, and market efficiency is strong.

Original languageEnglish
JournalProceedings of International Conference on Computers and Industrial Engineering, CIE
Volume2019-October
StatePublished - 2019
Event49th International Conference on Computers and Industrial Engineering, CIE 2019 - Beijing, China
Duration: 18 Oct 201921 Oct 2019

Keywords

  • Information diffusion
  • Liquidity
  • Price discovery
  • Social network scale

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