Broker Network Connectivity and the Cross-Section of Expected Stock Returns
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- Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
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More about this item
Keywords
Stock market; trading networks; broker networks; network connectivity; pricing factors.;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2021-01-25 (Financial Markets)
- NEP-NET-2021-01-25 (Network Economics)
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