We construct the causal complex network of financial institution based on the Granger-
causality network as well as the principal component analysis, and further analyze the …

Online social trading offers an opportunity for less-experienced individuals or firms to follow
top traders by mimicking their behavior, but little is known about the determinants of …

Employing the spatial econometric model as well as the complex network theory, this study
investigates the spatial spillovers of volatility among G20 stock markets and explores the …

This article presents a methodology for empirically identifying the key player, whose removal
from the network leads to the optimal change in aggregate activity level in equilibrium …

This chapter is concerned with methods for analyzing spatial data. After initial discussion of
the nature of spatial data, including the concept of randomness, we focus most of our …

We develop a novel 10-K text-based model of product life cycles and examine firm
investment policies. Conditioning on the life cycle substantially improves the power of q to …

We provide evidence that over the past 30 years, US firms have expanded their scope of
operations. Increases in scope and scale were achieved largely without increasing …

We develop a product-differentiated model where the product space is a network defined as
a set of varieties (nodes) linked by their degrees of substitutability (edges). We also locate …

Reinsurance is the primary source of interconnectedness in the insurance industry. As such,
reinsurance connectivity provides a transmission mechanism for financial shocks and …

In this paper, we analyse the time series of 12,000+ networks of traders in the E‐mini S&P
500 stock index futures contract and we empirically link network variables with financial …