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Firm Volatility in Granular Networks

Authors :
Bernard Herskovic
Bryan Kelly
Hanno Lustig
Stijn Van Nieuwerburgh
Publication Year :
2013
Publisher :
National Bureau of Economic Research, 2013.

Abstract

Firm volatilities comove strongly over time, and their common factor is the dispersion of the economy-wide firm size distribution. In the cross section, smaller firms and firms with a more concentr...

Details

Database :
OpenAIRE
Accession number :
edsair.doi...........04e3d4701388270c0cad33c2f6e0c6f9
Full Text :
https://doi.org/10.3386/w19466