Data and Replication

Trade Network Centrality

Download the 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 Richmond, Robert J. “Trade network centrality and currency risk premia.” The Journal of Finance 74.3 (2019): 1315–1361.

Social Connectedness

The data used in International Trade and Social Connectedness is available here.

Which Investors Matter for Equity Valuations and Expected Returns?