Product network and origin of common equity factor risks
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DOI: 10.1016/j.pacfin.2024.102510
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More about this item
Keywords
Product network; Equilibrium function; PageRank; Equity pricing; Empirical factors;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
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