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Firm Volatility in Granular Networks
14 references·1 citing·57 second hop
Firm Volatility in Granular Networks (2012)Firm Volatility in Granular NetworksNetworks and the Macroeconomy: An Empirical Exploration (2016)Networks and the Macroeconomy…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (2014)Disentangling systematic and …The Importance of Industry Links in Merger Waves (2013)The Importance of Industry Li…The Network Origins of Aggregate Fluctuations (2011)The Network Origins of Aggreg…The Network Challenge: Strategy, Profit, and Risk in an Interlinked World (2009)The Network Challenge: Strate…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)The Idiosyncratic Volatility …The Granular Origins of Aggregate Fluctuations (2008)The Granular Origins of Aggre…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…Establishment Size Dynamics in the Aggregate Economy (2007)Establishment Size Dynamics i…Uncertainty and Investment Dynamics (2006)Uncertainty and Investment Dy…Labor Income and Predictable Stock Returns (2000)Labor Income and Predictable …Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)Have Individual Stocks Become…Input Diffusion and the Evolution of Production Networks (2014)Input Diffusion and the Evolu…Power and Centrality: A Family of Measures (1987)Power-Law Distributions in Empirical Data (2009)Technological Links and Predictable Returns (2017)Exploring the sources of default clustering (2018)Power-law distributions in empirical data (2018)Credit Market Disruptions and Liquidity Spillover Effects in the Supply Chain (2020)Industrial Market Structure and Economic Performance. (1971)Selection and the Evolution of Industry (1982)Multi-Product Firms and Product Switching (2006)What Do We Learn From Schumpeterian Growth Theory? (2013)The Anatomy of French Production Hierarchies (2015)The Quarterly Journal of Economics (2024)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Aggregate Uncertainty and the Supply of Credit (2013)Economic policy uncertainty and capital structure choice: Evidence from China (2015)Measuring Economic Policy Uncertainty (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)The Econometrics of Event Studies (2004)Does the stock market value bank diversification? (2007)A Rational Theory of Mutual Funds' Attention Allocation (2016)F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Nature of the Firm (1937)Transaction-Cost Economics: The Governance of Contractual Relations (1979)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)Friend or foe: Customer-supplier relationships and innovation (2017)Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach (2018)Time to Build and Aggregate Fluctuations (1982)The Network Origins of Aggregate Fluctuations (2012)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Industrial Policies in Production Networks (2017)The dynamic impact of renewable energy and institutions on economic output and CO 2 emissions across regions (2017)Is Automation Labor-Displacing? Productivity Growth, Employment, and the Labor Share (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Financial Networks and Contagion (2014)Where the Risks Lie: A Survey on Systemic Risk (2015)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Industry costs of equity (1997)Liquidity Risk and Expected Stock Returns (2003)Disappearing Dividends, Catering, and Risk (2008)Individual Investors and Volatility: (ex Chaining up noise traders) (2008)The common factor in idiosyncratic volatility: Quantitative asset pricing implications (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk663 cited
  • 2009The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?518 cited
  • 2013The Importance of Industry Links in Merger Waves494 cited
  • 2016Networks and the Macroeconomy: An Empirical Exploration469 cited
  • 2011The Network Origins of Aggregate Fluctuations441 cited
  • 2006Uncertainty and Investment Dynamics299 cited
  • 2007Establishment Size Dynamics in the Aggregate Economy283 cited
  • 2009The Network Challenge: Strategy, Profit, and Risk in an Interlinked World227 cited
  • 2008The Granular Origins of Aggregate Fluctuations112 cited
  • 2000Labor Income and Predictable Stock Returns81 cited
  • 2014Disentangling systematic and idiosyncratic dynamics in panels of volatility measures49 cited

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  • 2014Input Diffusion and the Evolution of Production Networks72 cited

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