Supply chains and risk premia in Chinese stock market: A sorted‐portfolio approach
Abstract In the recent literature, increasing attention has been paid to cases when the shocks to a small number of firms would lead to large volatility in many sectors. Theorists find that supply chains play a role, as the shocks to a firm or a sector may propagate through the input–output linkages...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-09-01
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| Series: | International Studies of Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.1002/ise3.44 |