38 citations · 93 across the 6 of their papers we have counts for
3 papers · 1 filter
Clusters of investors around Initial Public Offering
Margarita Baltakienė, Kęstutis Baltakys, Juho Kanniainen +2
The complex networks approach has been gaining popularity in analysing investor behaviour and stock markets, but within this approach, initial public offerings (IPO) have barely be…
Facebook drives behavior of passive households in stock markets
Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen +3
Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation be…
Multilayer Aggregation with Statistical Validation: Application to Investor Networks
Kęstutis Baltakys, Juho Kanniainen, Frank Emmert-Streib
Multilayer networks are attracting growing attention in many fields, including finance. In this paper, we develop a new tractable procedure for multilayer aggregation based on stat…