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The dynamic predictive power of company comparative networks for stock sector performance

Chen, Kun; Luo, Peng; Xu, Dongming; Wang, Huaiqing - In: Information & management : the internat. journal of … 53 (2016) 8, pp. 1006-1019

Persistent link: https://www.econbiz.de/10011647551

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

Corporate takeovers and economic efficiency

Eckbo, B. Espen - In: Annual review of financial economics 6 (2014), pp. 51-74

Persistent link: https://www.econbiz.de/10010492542

Dynamics in two networks based on stocks of the US stock market

Sandoval Junior, Leonidas - 2014

Persistent link: https://www.econbiz.de/10010440195

Bid-ask spreads, trading networks, and the pricing of securitizations

Hollifield, Burton; Neklyudov, Artem; Spatt, Chester S. - In: The review of financial studies 30 (2017) 9, pp. 3048-3085

Persistent link: https://www.econbiz.de/10011755696

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