#2198. Information networks in the financial sector and systemic risk

August 2026publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript6510 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Finance;
Economics and Econometrics;
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Abstract:
We create and test two novel network-based measures of interconnectedness in the financial industry during 1996 to 20XX. A network based on informed trading in financial firms predicts firm-specific risk and performance, while one formed on financial firm returns predicts future macroeconomic risk. The measure of informed trading is robust to variable order arrival rates more common in modern algorithmic trading. The network centrality has an economic impact that is relevant beyond the statistical results of the paper.
Keywords:
Asset pricing; Network analysis; Systemic risk

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