s***e
发帖数: 830 | 1 我发现在金融交易中，experienced agents are more likely to deal with
experienced agents. 我觉得应该从matching或者network的角度解释. 有没有这方面
的文献呢？理论或者实证都行。 |
w*********i
发帖数: 9 | 2 what do you mean by experienced agents? agents who know the states of the
world better than others? |
w*********i
发帖数: 9 | 3 to me, it is more like a sorting story but without two sides. you observe
positive assortative sorting takes place in financial trading. |
s***e
发帖数: 830 | 4 Yes/
【在 w*********i 的大作中提到】
: what do you mean by experienced agents? agents who know the states of the
: world better than others?
|
s***e
发帖数: 830 | 5 Yes, is there a literature?
【在 w*********i 的大作中提到】
: to me, it is more like a sorting story but without two sides. you observe
: positive assortative sorting takes place in financial trading.
|
w*********i
发帖数: 9 | 6 i know nothing about network, but i guess you can find something from
Jackson's textbook. With regard to matching with two sides, lones smith and
robert shimer have a few papers about PAM. lones recently wrote a review
article, maybe there is some discussion where the sides is not that
important. |
