WebJan 15, 2016 · Firm Volatility in Granular Networks Bernard Herskovic, B. Kelly, Hanno Lustig, Stijn Van Nieuwerburgh Business 2013 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… 111 PDF WebWe propose a network model of firm volatility in which the customers' growth rate shocks influence the growth rates of their suppliers, larger suppliers have more customers, and the strength of a customer-supplier link depends on the size of the customer firm.

Firm Volatility in Granular Networks Request PDF - ResearchGate

WebSep 28, 2013 · Firm volatilities co-move 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 concentrated customer base display higher volatility. WebWe propose a network model of firm volatility in which the customers' growth rate shocks influence the growth rates of their suppliers, larger suppliers have more customers, and the strength of a customer-supplier link depends on the size of the customer firm. puregear bluetooth headphones manual

Firm Volatility in Granular Networks Request PDF

WebFirm volatility (both total and idiosyncratic) has a strong factor structure, and concentration in the firm size distribution is a successful factor for describing common variation in … WebWe propose and estimate a simple network model of firm volatility in which shocks to customers influence their suppliers. Larger suppliers have more customers, and … WebWe propose a network model of firm volatility in which the customers ’ growth rate shocks influence the growth rates of their suppliers, larger suppliers have more cus-tomers, and the strength of a customer-supplier link depends on the size of the cus-tomer firm. puregear 20w usb c wall charger