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• W2261667231 abstract "In this paper, I examine asset pricing in a multisector model with sectors connected through an input-output network. Changes in the network are sources of systematic risk reflected in equilibrium asset prices. Two characteristics of the network matter for asset prices: network concentration and network sparsity. These two production-based asset pricing factors are determined by the structure of the network and are computed from input-output data. I find a return spreads of 6% and -4% per year on sparsity and concentration beta-sorted portfolios, respectively. A calibrated model matches the network factor betas and return spreads alongside other asset pricing moments." @default.
• W2261667231 created "2016-06-24" @default.
• W2261667231 creator A5028610940 @default.
• W2261667231 date "2015-01-01" @default.
• W2261667231 modified "2023-09-28" @default.
• W2261667231 title "Networks in Production: Asset Pricing Implications" @default.
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• W2261667231 doi "https://doi.org/10.2139/ssrn.2615074" @default.
• W2261667231 hasPublicationYear "2015" @default.
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