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Leverage Network and Market Contagion
16 references·0 citing·52 second hop
Leverage Network and Market Contagion (2017)Leverage Network and Market ContagionSupply Chain Disruptions: Evidence from the Great East Japan Earthquake (2016)Supply Chain Disruptions: Evi…Network Centrality and the Cross Section of Stock Returns (2013)Network Centrality and the Cr…A Flow-Based Explanation for Return Predictability (2012)A Flow-Based Explanation for …The Network Origins of Aggregate Fluctuations (2011)The Network Origins of Aggreg…Margins and Hedge Fund Contagion (2011)Margins and Hedge Fund Contag…Analyst Coverage, Information, and Bubbles (2011)Analyst Coverage, Information…Hedge Fund Leverage (2010)Hedge Fund LeverageHedge Fund Contagion and Liquidity Shocks (2010)Hedge Fund Contagion and Liqu…Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents (2009)Rank − 1 / 2: A Simple Way to…Leverage Cycle and the Anxious Economy (2009)Leverage Cycle and the Anxiou…The Granular Origins of Aggregate Fluctuations (2008)The Granular Origins of Aggre…Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium (2008)Liquidity, Default, and Crash…Market Liquidity and Funding Liquidity (2005)Market Liquidity and Funding …Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…The Irrelevance of Margin: Evidence from the Crash of '87 (1993)The Irrelevance of Margin: Ev…Factoring and weighting approaches to status scores and clique identification (1972)Factoring and weighting appro…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)The Limits of Arbitrage (1995)Credit Cycles (1997)Contagion as a Wealth Effect (2001)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)A Macroprudential Approach to Financial Regulation (2011)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Inter-industry network structure and the cross-predictability of earnings and stock returns (2014)Nominal Rigidities and Asset Pricing (2015)The role of social capital in corporations: a review (2017)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)A New Status Index Derived from Sociometric Analysis (1953)Measuring Political Sophistication (1987)A Relational View of Information Seeking and Learning in Social Networks (2003)Social Movements and Networks (2003)Human behavior and the principle of least effort (1949)Time to Build and Aggregate Fluctuations (1982)The separation of ownership and control in East Asian Corporations (2000)A theory of growth and volatility at the aggregate and firm level (2009)Misallocation, Economic Growth, and Input-Output Economics (2011)Exponent of Cross‐Sectional Dependence: Estimation and Inference (2015)Limited-dependent and qualitative variables in econometrics (1983)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity risk and the cross-section of hedge-fund returns☆ (2010)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Bubbles, Financial Crises, and Systemic Risk (2013)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Monetary Policy as Financial Stability Regulation (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Limits of Arbitrage (2010)Do ETFs Increase Volatility? (2014)Scale and skill in active management (2014)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Export Versus FDI with Heterogeneous Firms (2004)Form Follows Function? Linking Morphological and Functional Polycentricity (2011)Productive Cities: Sorting, Selection, and Agglomeration (2014)Financial Intermediation and Macroeconomic Analysis (2010)The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy (2010)Belief Disagreements and Collateral Constraints (2013)
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References

  • 1972Factoring and weighting approaches to status scores and clique identification3,212 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2012A Flow-Based Explanation for Return Predictability769 cited
  • 2009Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents497 cited
  • 2010Hedge Fund Contagion and Liquidity Shocks471 cited
  • 2011The Network Origins of Aggregate Fluctuations441 cited
  • 2008Liquidity, Default, and Crashes: Endogenous Contracts in General Equilibrium341 cited
  • 2013Network Centrality and the Cross Section of Stock Returns144 cited
  • 2008The Granular Origins of Aggregate Fluctuations112 cited
  • 2016Supply Chain Disruptions: Evidence from the Great East Japan Earthquake99 cited
  • 2011Analyst Coverage, Information, and Bubbles86 cited
  • 2009Leverage Cycle and the Anxious Economy85 cited
  • 2011Margins and Hedge Fund Contagion67 cited
  • 1993The Irrelevance of Margin: Evidence from the Crash of '8749 cited
  • 2010

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Hedge Fund Leverage
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