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Stock co-jump networks
Ding, Yi; Li, Yingying; Liu, Guoli; Zheng, Xinghua - In: Journal of econometrics 239 (2024) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10015074466
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How does node centrality in a financial network affect asset price prediction?
Xu, Yuhong; Zhao, Xinyao - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014580842
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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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Monetary policy through production networks : evidence from the stock market
Ozdagli, Ali; Weber, Michael - 2017
Persistent link: https://www.econbiz.de/10011669357
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Monetary policy through production networks : evidence from the stock market
Ozdagli, Ali; Weber, Michael - 2017 - This version: October, 2017
Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...
Persistent link: https://www.econbiz.de/10011770624
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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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Monetary policy through production networks : evidence from the stock market
Ozdagli, Ali; Weber, Michael - 2017 - This version: May 2017
Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...
Persistent link: https://www.econbiz.de/10011657891
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Dynamics in two networks based on stocks of the US stock market
Sandoval Junior, Leonidas - 2014
Persistent link: https://www.econbiz.de/10010440195
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Look inside : predicting stock prices by analysing an enterprise intranet social network and using word co-occurrence networks
Colladon, Andrea Fronzetti; Scettri, Giacomo - In: International journal of entrepreneurship and small business 36 (2019) 4, pp. 378-391
Persistent link: https://www.econbiz.de/10012058286
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Identification of information networks in stock markets
Baltakienė, Margarita; Kanniainen, Juho; Baltakys, … - In: Journal of economic dynamics & control 131 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012818145