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We introduce continuity and temporariness into the independent cascade model to depict information diffusion in a social network. Investor behavior changes are determined according to the process of information diffusion, and the investment portfolio model consisting of sentiments is proposed to reveal the fire sales of stocks and the resulting stock price crash risk. Therefore, the relationship between information diffusion and stock price crash risk is established, and the contagion of stockdoi:10.1155/2021/8891338 fatcat:jckakdlma5elxicqhyhlfioona