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Firm volatility in granual networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - 2017
Persistent link: https://www.econbiz.de/10011739882
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Firm volatility in granular networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of political economy 128 (2020) 11, pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
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On the Network Effect in the Stock Market, The N^3/2 Power Law, and Optimal Volatility Equilibrium
Lihn, Stephen H.T. - 2010
prescribed in modern portfolio theory. The tail risk is omnipresent in the financial market …
Persistent link: https://www.econbiz.de/10013148832
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Identification of Information Networks in Stock Markets
Baltakienė, Margarita; Kanniainen, Juho; Baltakys, … - 2021
We introduce a novel method to identify information networks in stock markets, which explicitly accounts for the impact of public information on investor trading decisions. We show that public information has a clear effect on the empirical investor networks' topology. Most importantly, our...
Persistent link: https://www.econbiz.de/10013234475
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Productivity, risk, and expected stock returns : in memory of Simon Benninga
Taussig, Roi D. - In: The journal of corporate accounting & finance 34 (2023) 2, pp. 104-108
Persistent link: https://www.econbiz.de/10014279488
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The effects of profit-sharing on employment, wages, stock returns and productivity : evidence from UK micro-data
Wadhwani, Sushil B. - In: The economic journal : the journal of the Royal … 100 (1990) 399, pp. 1-17
Persistent link: https://www.econbiz.de/10001092785
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Interpreting productivity growth in the new economy : some agnostic notes
Gundlach, Erich - 2001
The growth rate of total factor productivity seems to have increased recently, at least in the United States. Higher US … productivity growth may justify higher stock market valuations than in the past and thus herald an emerging New Economy. However …, the size of the estimated growth rate of total factor productivity depends on an assumption about the factor …
Persistent link: https://www.econbiz.de/10011477079
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Bubbles and capital flows
Ventura, Jaume (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002106374