hit. This study focuses on the volatility estimation of stock indexes in the Chinese Airport Shipping Set (ASS) at … that (1) the holistic volatility of Airport Shipping Set Index (ASSI) increases relative to the pre-COVID period; (2 …) volatility of airport stocks has crucial differences, while the volatility of shipping stocks is similar; (3) there are different …

structure of price interdependencies across stocks. For correct empirical network determination of such dynamic liquidity price … bootstrap procedure. We document the importance of LOB liquidity network spillovers even for a small blue-chip NASDAQ portfolio. …

We study investor networks in the stock market, through the lens of information network theory. We use a unique account … behavior as linked in an empirical investor network (EIN). This empirical investor network is consistent with several … higher profits, some investors systematically trade before their neighbors in the network, and the cross sectional …