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Firm Volatility in Granular Networks · Study

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PreprintFirm Volatility in Granular Networks

Bernard Herskovic2012

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Preprintgreen2012

Firm Volatility in Granular Networks

Bernard Herskovic · Bryan T. Kelly · Hanno N. Lustig · Stijn Van Nieuwerburgh

76 citations·0/0 files stored·SSRN Electronic Journal

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Complex Systems and Time Series Analysis Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

2009The Impact of Uncertainty Shocks 2015Systemic Risk and Stability in Financial Networks 2008Economic Links and Predictable Returns 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 2009The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?2013The Importance of Industry Links in Merger Waves 2016Networks and the Macroeconomy: An Empirical Exploration 2011The Network Origins of Aggregate Fluctuations

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2014Input Diffusion and the Evolution of Production Networks

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations76

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.2139/ssrn.2186197

openalex_workW2146284541

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