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Rumours and Markets

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  • Kosfeld, M.

    (Tilburg University, Center For Economic Research)

Abstract

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  • Kosfeld, M., 1998. "Rumours and Markets," Discussion Paper 1998-23, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:4195bb68-ae50-45ec-9b4b-d6784db3e308
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    Cited by:

    1. Li, Dandan & Ma, Jing, 2017. "How the government’s punishment and individual’s sensitivity affect the rumor spreading in online social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 284-292.
    2. Xue Yang & Zhiliang Zhu & Hai Yu & Yuli Zhao & Li Guo, 2019. "Evolutionary Game Dynamics of the Competitive Information Propagation on Social Networks," Complexity, Hindawi, vol. 2019, pages 1-11, December.
    3. Peter M. Clarkson & Daniel Joyce & Irene Tutticci, 2006. "Market reaction to takeover rumour in Internet Discussion Sites," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(1), pages 31-52, March.
    4. Hosni, Adil Imad Eddine & Li, Kan & Ahmad, Sadique, 2020. "Analysis of the impact of online social networks addiction on the propagation of rumors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    5. Zhao, Laijun & Wang, Jiajia & Chen, Yucheng & Wang, Qin & Cheng, Jingjing & Cui, Hongxin, 2012. "SIHR rumor spreading model in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(7), pages 2444-2453.
    6. Zhao, Laijun & Cui, Hongxin & Qiu, Xiaoyan & Wang, Xiaoli & Wang, Jiajia, 2013. "SIR rumor spreading model in the new media age," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 995-1003.
    7. Yao Hongxing & Zou Yushi, 2019. "Research on Rumor Spreading Model with Time Delay and Control Effect," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 373-389, August.
    8. Yue Dong & Jiepeng Wang & Tingqiang Chen, 2019. "Price Linkage Rumors in the Stock Market and Investor Risk Contagion on Bilayer-Coupled Networks," Complexity, Hindawi, vol. 2019, pages 1-21, April.
    9. Ma, Jing & Zhu, He, 2018. "Rumor diffusion in heterogeneous networks by considering the individuals’ subjective judgment and diverse characteristics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 276-287.
    10. Zan, Yongli & Wu, Jianliang & Li, Ping & Yu, Qinglin, 2014. "SICR rumor spreading model in complex networks: Counterattack and self-resistance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 159-170.
    11. Liu, Wanping & Wu, Xiao & Yang, Wu & Zhu, Xiaofei & Zhong, Shouming, 2019. "Modeling cyber rumor spreading over mobile social networks: A compartment approach," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 214-229.
    12. Horst, Ulrich, 2010. "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 158-170, February.
    13. Nekovee, M. & Moreno, Y. & Bianconi, G. & Marsili, M., 2007. "Theory of rumour spreading in complex social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(1), pages 457-470.
    14. Laijun Zhao & Jiajia Wang & Rongbing Huang, 2015. "Immunization against the Spread of Rumors in Homogenous Networks," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-17, May.
    15. Zhao, Laijun & Wang, Xiaoli & Qiu, Xiaoyan & Wang, Jiajia, 2013. "A model for the spread of rumors in Barrat–Barthelemy–Vespignani (BBV) networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5542-5551.
    16. Zhao, Laijun & Wang, Qin & Cheng, Jingjing & Chen, Yucheng & Wang, Jiajia & Huang, Wei, 2011. "Rumor spreading model with consideration of forgetting mechanism: A case of online blogging LiveJournal," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(13), pages 2619-2625.
    17. Hu, Yuhan & Pan, Qiuhui & Hou, Wenbing & He, Mingfeng, 2018. "Rumor spreading model considering the proportion of wisemen in the crowd," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 1084-1094.
    18. Jinxian Li & Yanping Hu & Zhen Jin, 2019. "Rumor Spreading of an SIHR Model in Heterogeneous Networks Based on Probability Generating Function," Complexity, Hindawi, vol. 2019, pages 1-15, June.
    19. Chen, Guanghua, 2019. "ILSCR rumor spreading model to discuss the control of rumor spreading in emergency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 88-97.
    20. Hu, Yuhan & Pan, Qiuhui & Hou, Wenbing & He, Mingfeng, 2018. "Rumor spreading model with the different attitudes towards rumors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 331-344.
    21. Li, Dandan & Ma, Jing & Tian, Zihao & Zhu, Hengmin, 2015. "An evolutionary game for the diffusion of rumor in complex networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 51-58.
    22. Zhang, Zi-li & Zhang, Zi-qiong, 2009. "An interplay model for rumour spreading and emergency development," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4159-4166.
    23. Betton, Sandra & Davis, Frederick & Walker, Thomas, 2018. "Rumor rationales: The impact of message justification on article credibility," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 271-287.
    24. Huo, Liang’an & Jiang, Jiehui & Gong, Sixing & He, Bing, 2016. "Dynamical behavior of a rumor transmission model with Holling-type II functional response in emergency event," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 228-240.
    25. Huo, Liang-an & Huang, Peiqing & Fang, Xing, 2011. "An interplay model for authorities’ actions and rumor spreading in emergency event," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3267-3274.

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    More about this item

    Keywords

    rumour; random preference; exchange economy; market equilibrium price;
    All these keywords.

    JEL classification:

    • D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
    • D51 - Microeconomics - - General Equilibrium and Disequilibrium - - - Exchange and Production Economies

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