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Revenue Volatility under Uncertain Network Effects
Baron, Opher - 2020
We study revenue volatility of a monopolist selling a divisible good to consumers in the presence of local network externalities among consumers. Each consumer's utility depends on her consumption level as well as the consumption levels of her neighbors in a network through network...
Persistent link: https://www.econbiz.de/10012838710
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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
This working paper is an excerpt on the recent finding of the network effect in the stock market. Specifically I summarize the three-half power law which states that the total value of the stock market is proportional to the three-half power of the number of stocks in the market. This power law...
Persistent link: https://www.econbiz.de/10013148832
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The Bitcoin’s network effects paradox : time series analysis
Roussou, Ioanna; Dritsaki, Chaido; Stiakakis, Emmanouil - In: Theoretical economics letters 9 (2019) 6, pp. 1981-2001
Persistent link: https://www.econbiz.de/10012239829
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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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Tokenomics : dynamic adoption and valuation
Cong, Lin William; Li, Ye; Wang, Neng - In: The review of financial studies 34 (2021) 3, pp. 1105-1155
Persistent link: https://www.econbiz.de/10012434835
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Dispersed information and the origins of aggregate fluctuations
Grazzini, Jakob; Massaro, Domenico - 2016
In the presence of dispersed information, agents may decide to take into account the actions of other agents because of the possible additional information conveyed by these actions. We call the act of using other agents' actions in the individual decision process social learning. This paper...
Persistent link: https://www.econbiz.de/10011489440
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Paychecks, Paydays, and the Online Platform Economy : Big Data on Income Volatility
Farrell, Diana - 2017
of 30 distinct platforms. We provide several key insights. First, although only 1 percent of adults earned income from … distinguish between labor platforms and capital platforms and find that, although labor platforms grew more rapidly than capital … platforms, participation on capital platforms was more than 60 percent higher than participation on labor platforms in every …
Persistent link: https://www.econbiz.de/10012963875
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Mapping the Stocks in MICEX : Who Is Central to the Moscow Stock Exchange?
Eratalay, Mustafa Hakan - 2018
In this article we use partial correlations to derive bidirectional connections between major firms listed in the Moscow Stock Exchange. We obtain coefficients of partial correlation from the correlation estimates of the Constant Conditional Correlation GARCH (CCC-GARCH) and the consistent...
Persistent link: https://www.econbiz.de/10012908503
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Tokenomics : Dynamic Adoption and Valuation
Cong, Lin William; Li, Ye; Wang, Neng - 2021
-to-peer transactions on digital platforms. The equilibrium value of tokens is determined by aggregating heterogeneous users' transactional …
Persistent link: https://www.econbiz.de/10013314305