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Networks in Production: Asset Pricing Implications

Citations

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Cited by:

  1. Matthias Raddant & Hiroshi Takahashi, 2022. "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
  2. Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2020. "The propagation of monetary policy shocks in a heterogeneous production economy," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 1-22.
  3. Li, Chenchen & Wang, Yudong & Wu, Chongfeng, 2022. "Oil implied volatility and expected stock returns along the worldwide supply chain," Energy Economics, Elsevier, vol. 114(C).
  4. Jing Wu & Zhaocheng Zhang & Sean X. Zhou, 2022. "Credit Rating Prediction Through Supply Chains: A Machine Learning Approach," Production and Operations Management, Production and Operations Management Society, vol. 31(4), pages 1613-1629, April.
  5. Nicole Branger & Patrick Konermann & Christoph Meinerding & Christian Schlag, 2021. "Equilibrium Asset Pricing in Directed Networks [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, vol. 25(3), pages 777-818.
  6. Everett Grant & Julieta Yung, 2019. "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers 360, Federal Reserve Bank of Dallas.
  7. Hadji-Lazaro, Paul, 2025. "Environmental responsibility and exposure of finance: Combining environmentally-extended input-output and balance sheet approaches," Ecological Economics, Elsevier, vol. 228(C).
  8. Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021. "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
  9. Chenchen Li & Chongfeng Wu & Chunyang Zhou, 2021. "Forecasting equity returns: The role of commodity futures along the supply chain," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 46-71, January.
  10. Akhil Jalan & Deepayan Chakrabarti & Purnamrita Sarkar, 2024. "Incentive-Aware Models of Financial Networks," Operations Research, INFORMS, vol. 72(6), pages 2321-2336, November.
  11. Ruge-Murcia, Francisco, 2024. "Asset prices in a production network," European Economic Review, Elsevier, vol. 166(C).
  12. Zhiqiang Lan & Zhaoyu Guo & Guoyao Wu & Ye Guo, 2025. "The Impact of Monetary Policy Through Production Networks—Empirical Evidence from Sectoral Electricity Consumption in China," Sustainability, MDPI, vol. 17(19), pages 1-24, October.
  13. Chien-Hsiang Yeh, 2022. "Uniqueness of Equilibria in Interactive Networks," Papers 2206.00158, arXiv.org.
  14. Li Guo & Wolfgang Karl Härdle & Yubo Tao, 2024. "A Time-Varying Network for Cryptocurrencies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 437-456, April.
  15. Huang, Wei-Qiang & Wang, Dan, 2020. "Financial network linkages to predict economic output," Finance Research Letters, Elsevier, vol. 33(C).
  16. Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024. "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  17. Son, Bumho & Lee, Jaewook, 2022. "Graph-based multi-factor asset pricing model," Finance Research Letters, Elsevier, vol. 44(C).
  18. Andrew Yizhou Liu, 2025. "Strategic Complementarity in Labor Demand: Evidence from US Industry Leading Firms," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 57, July.
  19. Andrea Buraschi & Claudio Tebaldi, 2024. "Financial Contagion in Network Economies and Asset Prices," Management Science, INFORMS, vol. 70(1), pages 484-506, January.
  20. Baruník, Jozef & Ellington, Michael, 2024. "Persistence in financial connectedness and systemic risk," European Journal of Operational Research, Elsevier, vol. 314(1), pages 393-407.
  21. Vasco M. Carvalho & Alireza Tahbaz-Salehi, 2019. "Production Networks: A Primer," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 635-663, August.
  22. Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023. "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, vol. 74(C).
  23. Ebrahimi Dehshalie, Maziar & Kabiri, Meisam & Ebrahimi Dehshali, Mahyar, 2021. "Stability analysis and fixed-time control of credit risk contagion," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 131-139.
  24. Miranda-Pinto, Jorge & Silva, Alvaro & Young, Eric R., 2023. "Business cycle asymmetry and input-output structure: The role of firm-to-firm networks," Journal of Monetary Economics, Elsevier, vol. 137(C), pages 1-20.
  25. Matthew Elliott & Benjamin Golub & Matthew V. Leduc, 2022. "Supply Network Formation and Fragility," American Economic Review, American Economic Association, vol. 112(8), pages 2701-2747, August.
  26. Cheng Dazhong & Tang Yutong & Shao Xinyi, 2025. "Growth of the Service Sector and Economic Fluctuations: A Production Network Perspective," China Finance and Economic Review, De Gruyter, vol. 14(1), pages 23-49.
  27. Liu, Yahui & Zhao, Wenxuan & Gao, Di & Chen, Zhaohui, 2026. "From chain waves to market moves: Untangling price efficiency in the supply chain network," Journal of Banking & Finance, Elsevier, vol. 185(C).
  28. Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
  29. Bai, Xuelian & Fang, Ruirui & Henry, Elaine & Hu, Nan, 2020. "Supply chain hierarchical position and firms’ information quality," Journal of Financial Stability, Elsevier, vol. 51(C).
  30. Fanelli, Viviana & Maddalena, Lucia, 2020. "A nonlinear dynamic model for credit risk contagion," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 174(C), pages 45-58.
  31. Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
  32. Gennaro Bernile & Stefanos Delikouras & George M. Korniotis & Alok Kumar, 2023. "Geography of firms and propagation of local economic conditions," Review of Financial Economics, John Wiley & Sons, vol. 41(4), pages 437-464, October.
  33. Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024. "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  34. Shi, Yan & Zhang, Zili & Zhao, Xuejun, 2024. "Product network and origin of common equity factor risks," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
  35. Zeeshan, Mohammad, 2024. "Financial market volatility: Does banking concentration play a role?," Finance Research Letters, Elsevier, vol. 68(C).
  36. Croce, Mariano M. & Marchuk, Tatyana & Schlag, Christian, 2022. "The leading premium," SAFE Working Paper Series 371, Leibniz Institute for Financial Research SAFE.
  37. Jiang, Xu & Mondria, Jordi & Yang, Liyan, 2025. "The asset pricing and real implications of relationship intensity disclosure," Journal of Accounting and Economics, Elsevier, vol. 80(1).
  38. Everett Grant & Julieta Yung, 2021. "The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(6), pages 760-783, September.
  39. Wu, YiLin & Ieong, Richard Lok-Si & Thomas, Shawn, 2025. "Exposures to common shocks along supply chains and relative performance evaluation in CEO compensation contracts," Journal of Corporate Finance, Elsevier, vol. 94(C).
  40. Mykola Babiak & Jozef Barunik, 2021. "Volatility Shocks and Currency Returns," Papers 2101.09738, arXiv.org, revised Mar 2026.
  41. Ran Zhao & Lu Zhu, 2020. "The externalities of credit default swaps on stock return synchronicity," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 92-125, January.
  42. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
  43. Gloria, José & Miranda-Pinto, Jorge & Fleming-Muñoz, David, 2024. "Production network diversification and economic development," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 281-295.
  44. Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024. "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, vol. 93(C).
  45. Thiago Revil T. Ferreira & Michele Modugno & Berardino Palazzo & Carlos Ramírez, 2026. "Disruptions to Foreign Trade and U.S. Banks’ Returns," Finance and Economics Discussion Series 2026-013, Board of Governors of the Federal Reserve System (U.S.).
  46. Sharifkhani, Ali & Simutin, Mikhail, 2021. "Feedback loops in industry trade networks and the term structure of momentum profits," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1171-1187.
  47. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  48. Jorge Miranda Pinto, 2021. "Production Network Structure, Service Share, and Aggregate Volatility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 146-173, January.
  49. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023. "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 196-223.
  50. Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_17, University of São Paulo (FEA-USP).
  51. Peng, Liansheng & Xu, Haoyu, 2026. "The role of central firms in the economic networks: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 95(C).
  52. Tang, Yusui & Guo, Yangli & Cao, Jiawei, 2026. "Energy market volatility prediction: Does climate risk matter?," International Review of Financial Analysis, Elsevier, vol. 109(C).
  53. Jiang, Zhengyang & Richmond, Robert J., 2023. "Origins of international factor structures," Journal of Financial Economics, Elsevier, vol. 147(1), pages 1-26.
  54. Lieberman, Paul & Mihov, Atanas & Naranjo, Andy & Velikov, Mihail, 2025. "Show me the receipts: B2B payment timeliness and expected returns," Journal of Financial Economics, Elsevier, vol. 172(C).
  55. Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
  56. Mykola Babiak & Jozef Barunik, 2021. "Uncertainty Network Risk and Currency Returns," CERGE-EI Working Papers wp687, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  57. Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
  58. Bozok, İhsan & Özyıldırım, Süheyla, 2022. "Firm centrality and limited attention," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 483-500.
  59. Hu, Junjie & Härdle, Wolfgang, 2021. "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers 2021-023, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  60. Jozef Barunik & Michael Ellington, 2020. "Dynamic Network Risk," Papers 2006.04639, arXiv.org, revised Jul 2020.
  61. Uddin, Ajim & Tao, Xinyuan & Yu, Dantong, 2023. "Attention based dynamic graph neural network for asset pricing," Global Finance Journal, Elsevier, vol. 58(C).
  62. Anghel, Dan Gabriel & Caraiani, Petre, 2024. "Monetary policy shocks and the high-frequency network connectedness of stock markets," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  63. Sambalaibat, Batchimeg, 2025. "Heterogeneous clienteles and dealer networks," Journal of Financial Economics, Elsevier, vol. 174(C).
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