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Trading, profits, and volatility in a dynamic information network model
Walden, Johan - In: The review of economic studies : RES 86 (2019) 5, pp. 2248-2283
Persistent link: https://www.econbiz.de/10012111950
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Network formation and systemic risk
Erol, Selman; Vohra, Rakesh V. - In: European economic review : EER 148 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013553342
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Effects of Covid-19 on the BIST 100 network structure
Şükrüoğlu, Deniz - In: Applied economics 54 (2022) 52, pp. 5991-6007
Persistent link: https://www.econbiz.de/10013411335
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High-dimensional statistical learning techniques for time-varying limit order book networks
Chen, Shi; Härdle, Wolfgang; Schienle, Melanie - 2021
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. …
Persistent link: https://www.econbiz.de/10012614016
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Firms in financial distress : evidence from inter-firm payment networks with volatility driven by "animal spirits"
Stellian, Rémi; Penagos, Gabriel I.; Danna-Buitrago, … - In: Journal of economic interaction and coordination 16 (2021) 1, pp. 59-101
Persistent link: https://www.econbiz.de/10012428416
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Out-of-equilibrium dynamics and excess volatility in firm networks
Dessertaine, Théo; Moran, José; Benzaquen, Michael; … - In: Journal of economic dynamics & control 138 (2022), pp. 1-47
Persistent link: https://www.econbiz.de/10013464732
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Network Analysis of Search Dynamics : The Case of Stock Habitats
Leung, Alvin - 2016
There is an increasing attention in IS to be able to predict outcomes using search frequency on popular portals. This growing literature focuses on revealing demand patterns of individual assets (e.g., products, stocks, services). However, users typically search many different assets together...
Persistent link: https://www.econbiz.de/10013007584
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Cascades in Networks and Aggregate Volatility
Acemoglu, Daron - 2010
financial institutions. Focusing on a multi sector economy linked through a supply network, we show how structural properties of … the supply network determine both whether aggregate volatility disappears as the number of sectors increases (i … aggregate output from its mean) to sector-specific volatility and to the structural properties of the supply network …
Persistent link: https://www.econbiz.de/10013136361
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Cascades in Networks and Aggregate Volatility
Acemoglu, Daron - 2010
financial institutions. Focusing on a multi sector economy linked through a supply network, we show how structural properties of … the supply network determine both whether aggregate volatility disappears as the number of sectors increases (i … aggregate output from its mean) to sector-specific volatility and to the structural properties of the supply network …
Persistent link: https://www.econbiz.de/10012462141
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Peering into the mist: social learning over an opaque observation network
Barrdear, John - 2014
Persistent link: https://www.econbiz.de/10010411487