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Margarita Baltakienė

Tampere University

Korkeakoulunkatu 1

Tampere, 33720

Finland

SCHOLARLY PAPERS

5

DOWNLOADS

777

TOTAL CITATIONS

14

Scholarly Papers (5)

1.

Predicting the Trading Behavior of Socially Connected Investors: Graph Neural Network Approach with Implications to Market Surveillance

Number of pages: 44 Posted: 25 Jul 2022 Last Revised: 03 Jan 2023
Tampere University, Tampere University, Aarhus University - Department of Engineering, Aarhus University - Department of Engineering and Tampere University
Downloads 269 (283,835)
Citation 1

Abstract:

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Private information, stock markets, investor behavior, social networks, machine learning, graph neural networks, market surveillance

2.

Identification of Information Networks in Stock Markets

Journal of Economic Dynamics and Control, Vol. 131, No. 104217, 2021
Number of pages: 15 Posted: 12 Jan 2021 Last Revised: 13 Oct 2021
Margarita Baltakienė, Juho Kanniainen and Kęstutis Baltakys
Tampere University, Tampere University and Tampere University
Downloads 224 (343,660)
Citation 6

Abstract:

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information channels, information transfer, investor network, network inference, private information, public information

3.

Neighbors Matter: Geographical Distance and Trade Timing in the Stock Market

Number of pages: 29 Posted: 24 Jul 2018 Last Revised: 09 Nov 2020
Tampere University, Tampere University, Tampere University of Technology and Tampere University
Downloads 138 (534,155)
Citation 4

Abstract:

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investor trading, geographical distance, information transfer, private information, investor network, social interactions, behavioral finance, behavioral economics, social networks, individual investors

4.

Clusters of Investors Around Initial Public Offering

PALGRAVE COMMUNICATIONS | (2019) 5:129
Number of pages: 14 Posted: 14 Jun 2019 Last Revised: 13 Oct 2021
Tampere University, Tampere University, Tampere University, University of Pisa and Università di Bologna
Downloads 75 (844,901)

Abstract:

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investor networks, IPO, investor clusters, SVN, network dynamics, institutional herding

5.

Trade Synchronization and Social Ties in Stock Markets

Number of pages: 31 Posted: 06 Apr 2022 Last Revised: 17 Feb 2023
Margarita Baltakienė, Kęstutis Baltakys and Juho Kanniainen
Tampere University, Tampere University and Tampere University
Downloads 71 (875,328)
Citation 3

Abstract:

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investor network, trade synchronization, social network, insider network, network inference