2021
DOI: 10.2139/ssrn.3535942
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Mind Thy Neighbor's Portfolio: A Network Approach to Contagion in the ETF Market

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Cited by 2 publications
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“…Gofman, Segal, and Wu (2018) focus on the vertical position in production networks and study implications for the predictability stock returns. Iwadate (2021) uses the network of portfolio weights across ETFs to study contagion effects in the ETF market.…”
Section: [Insert Figure 1]mentioning
confidence: 99%
“…Gofman, Segal, and Wu (2018) focus on the vertical position in production networks and study implications for the predictability stock returns. Iwadate (2021) uses the network of portfolio weights across ETFs to study contagion effects in the ETF market.…”
Section: [Insert Figure 1]mentioning
confidence: 99%