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Shareholding networks and centrality : an application to the Italian financial market
D'Errico, M.; Grassi, R.; Stefani, S.; Torriero, Anna - In: Networks, topology and dynamics : theory and …, (pp. 215-228). 2009
Persistent link: https://www.econbiz.de/10003774333
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Keiretsu affiliation and share price volatility in Japan
Beason, Richard Derek - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 27-43
Persistent link: https://www.econbiz.de/10001375332
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Finding Volatile Stocks using Herfindahl-Hirschman Concentration
Srimurthy, Vikram; Baronyan, Sayad; Brandt, Cameron; … - 2021
This paper computes Herfindahl-Hirschman ownership dispersion from EPFR holdings data and documents that stocks scoring poorly on this measure tend to be more volatile than, and underperform, stocks scoring well
Persistent link: https://www.econbiz.de/10013235801
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Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
Mihov, Atanas; Naranjo, Andy - In: Journal of empirical finance 40 (2017), pp. 73-100
Persistent link: https://www.econbiz.de/10011744438
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The role of large shareholder holdings in customer concentration and stock price volatility
Li, Xiaolong; Shi, Xue - In: Finance research letters 65 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014564285
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A few bad apples : an analysis of CEO performance pay and firm productivity
Bulan, Laarni; Sanyal, Paroma; Yan, Zhipeng - In: Journal of economics & business 62 (2010) 4, pp. 273-306
Persistent link: https://www.econbiz.de/10008695894
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News shocks and asset price volatility in general equilibrium
Matsumoto, Akito; Cova, Pietro; Pisani, Massimiliano; … - In: Journal of economic dynamics & control 35 (2011) 12, pp. 2132-2149
Persistent link: https://www.econbiz.de/10009413511
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2014
Persistent link: https://www.econbiz.de/10010239958
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Financial markets : productivity, procyclicality, and policy
Popov, Alexander; Smets, Frank - In: Financial innovation : too much or too little?, (pp. 191-211). 2013
Persistent link: https://www.econbiz.de/10009785499
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015
Persistent link: https://www.econbiz.de/10010482972