Publication:
Investor networks in the stock market

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dc.contributor.coauthorWalden, Johan
dc.contributor.coauthorYavuz, M. Deniz
dc.contributor.coauthorBildik, Recep
dc.contributor.departmentDepartment of Economics
dc.contributor.facultymemberYes
dc.contributor.kuauthorÖzsöylev, Han Nazmi
dc.contributor.schoolcollegeinstituteCollege of Administrative Sciences and Economics
dc.date.accessioned2024-11-09T23:30:21Z
dc.date.issued2014
dc.description.abstractWe study the trading behavior of investors in an entire stock market. Using an account level dataset of all trades on the Istanbul Stock Exchange in 2005, we identify investors with similar trading behavior as linked in an empirical investor network (EIN). Consistent with the theory of information networks, we find that central investors earn higher returns and trade earlier than peripheral investors with respect to information events. Overall, our results support the view that information diffusion among the investor population influences trading behavior and returns.
dc.description.fulltextNo
dc.description.harvestedfromManual
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.openaccessNO
dc.description.peerreviewstatusN/A
dc.description.publisherscopeInternational
dc.description.readpublishN/A
dc.description.sponsoredbyTubitakEuN/A
dc.description.studentonlypublicationNo
dc.description.studentpublicationNo
dc.description.versionN/A
dc.identifier.WoSQuartileQ1
dc.identifier.doi10.1093/rfs/hht065
dc.identifier.eissn1465-7368
dc.identifier.embargoN/A
dc.identifier.endpage1366
dc.identifier.issn0893-9454
dc.identifier.issue5
dc.identifier.scopus2-s2.0-84898877004
dc.identifier.startpage1323
dc.identifier.urihttps://doi.org/10.1093/rfs/hht065
dc.identifier.urihttps://hdl.handle.net/20.500.14288/12221
dc.identifier.volume27
dc.identifier.wos000334682500002
dc.keywordsSocial networks
dc.keywordsInformation
dc.keywordsNetwork centrality
dc.keywordsInformation events
dc.keywordsInvestor connectivity
dc.language.isoeng
dc.publisherOxford University Press (OUP)
dc.relation.affiliationKoç University
dc.relation.collectionKoç University Institutional Repository
dc.relation.ispartofReview of Financial Studies
dc.relation.openaccessN/A
dc.rightsN/A
dc.subjectInvestor behavior
dc.subjectFinance
dc.subjectSocial network finance
dc.titleInvestor networks in the stock market
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorÖzsöylev, Han Nazmi
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relation.isOrgUnitOfPublication.latestForDiscovery7ad2a3bb-d8d9-4cbd-a6a3-3ca4b30b40c3
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relation.isParentOrgUnitOfPublication.latestForDiscovery972aa199-81e2-499f-908e-6fa3deca434a

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