A Partially Rational Model for Financial Markets: The Role of Social Interactions on Herding and Market Inefficiency

Lorenzo Giannini, Fabio Della Rossa, Pietro DeLellis. A Partially Rational Model for Financial Markets: The Role of Social Interactions on Herding and Market Inefficiency. In Hocine Cherifi, Sabrina Gaito, José Fernendo Mendes, Esteban Moro, Luis Mateus Rocha, editors, Complex Networks and Their Applications VIII - Volume 2 Proceedings of the Eighth International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2019, Lisbon, Portugal, December 10-12, 2019. Volume 882 of Studies in Computational Intelligence, pages 535-546, Springer, 2019. [doi]

Abstract

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