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Rumours and markets

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  • Kosfeld, Michael
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  • Kosfeld, Michael, 2005. "Rumours and markets," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 646-664, September.
    • Handle: RePEc:eee:mateco:v:41:y:2005:i:6:p:646-664
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    6. Jean-Noël Kapferer, 1989. "A mass poisoning rumor in Europe," Post-Print hal-00784152, HAL.
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    8. Alan Kirman, 1993. "Ants, Rationality, and Recruitment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(1), pages 137-156.
    9. Jean-Noël Kapferer, 1987. "Rumeurs - le plus vieux média du monde," Post-Print hal-00788656, HAL.
    10. Glenn Ellison & Drew Fudenberg, 1995. "Word-of-Mouth Communication and Social Learning," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(1), pages 93-125.
    11. Griffeath, David, 1981. "The basic contact processes," Stochastic Processes and their Applications, Elsevier, vol. 11(2), pages 151-185, May.
    12. Follmer, Hans, 1974. "Random economies with many interacting agents," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 51-62, March.
    13. Abhijit V. Banerjee, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 107(3), pages 797-817.
    14. Allen, Beth, 1982. "Some Stochastic Processes of Interdependent Demand and Technological Diffusion of an Innovation Exhibiting Externalities among Adopters," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 595-608, October.
    15. Blume, Lawrence & Easley, David, 1992. "Evolution and market behavior," Journal of Economic Theory, Elsevier, vol. 58(1), pages 9-40, October.
    16. Lordon, Frederic & Hors, Irene, 1997. "About some formalisms of interaction Phase transition models in economics?," Journal of Evolutionary Economics, Springer, vol. 7(4), pages 355-373.
    17. Jean-Noël Kapferer, 1987. "Rumeurs - le plus vieux média du monde," Post-Print hal-00786663, HAL.
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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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    JEL classification:

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

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