The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification-Reference-Cited by-同舟云学术

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The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification

Published:2023-03 Issue: Volume:84 Page:196-223
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Billio Monica^ORCID,Caporin Massimiliano^ORCID,Panzica Roberto^ORCID,Pelizzon Loriana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference67 articles.

1. Space and growth: A survey of empirical evidence and methods;Abreu;The American Economic Review,2005

2. Networks and the macroeconomy: An empirical exploration;Acemoglu;NBER Macroeconomics Annual,2016

3. The network origins of aggregate fluctuations;Acemoglu;Econometrica,2012

4. Network centrality and the cross section of stock returns;Ahern,2013

5. The network challenge: strategy, profit, and risk in an interlinked world;Allen,2009

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Monetary policy shocks and the high-frequency network connectedness of stock markets;International Review of Economics & Finance;2024-11

2. The Network Factor of Equity Pricing: A Signed Graph Laplacian Approach;Journal of Financial Econometrics;2024-05-14

3. Board diversity and systematic risk: evidence from emerging markets;Managerial Finance;2023-06-01

4. Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights;SSRN Electronic Journal;2023

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