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Firm Volatility in Granular Networks
16 references·2 citing·47 second hop
Firm Volatility in Granular Networks (2013)Firm Volatility in Granular NetworksReally Uncertain Business Cycles (2018)Really Uncertain Business Cyc…Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Finance and Misallocation: Evidence from Plant-Level Data (2014)Finance and Misallocation: Ev…The Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…The Granular Origins of Aggregate Fluctuations (2011)The Granular Origins of Aggre…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…On the Evolution of the Firm Size Distribution: Facts and Theory (2003)On the Evolution of the Firm …Zipf Distribution of U.S. Firm Sizes (2001)Zipf Distribution of U.S. Fir…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Zipf's Law for Cities: An Explanation (1999)Zipf's Law for Cities: An Exp…On the Relationship Between Firm Size and Export Intensity (1992)On the Relationship Between F…The Relationship Between Firm Size and Firm Growth in the U.S. Manufacturing Sector (1986)The Relationship Between Firm…Real Business Cycles (1983)Real Business CyclesThe stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…Germs, Social Networks, and Growth (2021)Germs, Social Networks, and G…Geographic spillover of dominant firms’ shocks (2020)Geographic spillover of domin…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Time Series Analysis: Forecasting and Control (1977)Threshold heteroskedastic models (1994)The distribution of realized stock return volatility (2001)Understanding business cycles (1977)Time to Build and Aggregate Fluctuations (1982)Trends and random walks in macroeconmic time series (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The Value Premium (2005)Human behavior and the principle of least effort (1949)A theory of power-law distributions in financial market fluctuations (2003)Railroads and American Economic Growth: A “Market Access” Approach * (2016)Replicating Anomalies (2018)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Debt, Deficits, and Finite Horizons (1985)Inflation and Economic Growth (1995)The Spatial Economy (1999)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)The Geographic Determinants of Housing Supply * (2010)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)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)Who's Who in Networks. Wanted: The Key Player (2006)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production (2015)Corporate Immunity to the COVID-19 Pandemic (2020)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 1983Real Business Cycles2,076 cited
  • 1999Zipf's Law for Cities: An Explanation2,043 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2001Zipf Distribution of U.S. Firm Sizes1,838 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 1992On the Relationship Between Firm Size and Export Intensity1,383 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
  • 2014Finance and Misallocation: Evidence from Plant-Level Data1,131 cited
  • 2018Really Uncertain Business Cycles1,124 cited
  • 2003On the Evolution of the Firm Size Distribution: Facts and Theory986 cited
  • 1986The Relationship Between Firm Size and Firm Growth in the U.S. Manufacturing Sector

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Cited by

  • 2021Germs, Social Networks, and Growth60 cited
  • 2020Geographic spillover of dominant firms’ shocks21 cited