Robert J. Richmond

Trade Network Centrality Data

Excel Dataset

There are two tabs: one that constructs centrality with a Euro area aggregate and one that does not. Details on data construction can be found in the paper.

Please cite the following if you use this data:

Richmond, Robert J. "Trade network centrality and currency risk premia." The Journal of Finance 74.3 (2019): 1315-1361.

Social Connectedness Data

The data used in International Trade and Social Connectedness can be found here.

Which Investors Matter for Equity Valuations and Expected Returns?

The replication package for Which Investors Matter for Equity Valuations and Expected Returns? is available here.