Does Common Analyst Coverage Explain Excess Comovement?
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Cited by:
- Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David, 2023.
"Common short selling and excess comovement: Evidence from a sample of LSE stocks,"
Journal of Financial Markets, Elsevier, vol. 65(C).
- Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020. "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics 2066, Faculty of Economics, University of Cambridge.
- Marcet, Francisco, 2017. "Analyst coverage network and stock return comovement in emerging markets," Emerging Markets Review, Elsevier, vol. 32(C), pages 1-27.
- Yi, Biao & Xiang, Xueman, 2023. "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Ananthan Nambiar & Tobias Rubel & James McCaull & Jon deVries & Mark Bedau, 2021. "Dropping diversity of products of large US firms: Models and measures," Papers 2110.08367, arXiv.org.
- Chen, Zilin & Guo, Li & Tu, Jun, 2021. "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
- Kumar, Alok & Rantala, Ville & Xu, Rosy, 2022. "Social learning and analyst behavior," Journal of Financial Economics, Elsevier, vol. 143(1), pages 434-461.
- Dasgupta, Sudipto & Banerjee, Shantanu & SHI, RUI & Yan, Jiali, 2021. "Information Complementarities and the Dynamics of Transparency Shock Spillovers," CEPR Discussion Papers 15658, C.E.P.R. Discussion Papers.
- Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
- Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022. "Climate events and return comovement," Journal of Financial Markets, Elsevier, vol. 61(C).
- Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
- Ge, S., 2020. "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics 20115, Faculty of Economics, University of Cambridge.
- Li, Lu & Li, Yihang & Wang, Xueding & Xiao, Tusheng & Zhu, Hongjun, 2022. "Hedge fund networks, information dissemination, and stock price comovement: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019. "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, vol. 65(C).
- Zhang, Ping & Wang, Yiru, 2023. "The bright side of analyst coverage on corporate innovation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Fu, Zheng & Ma, Yechi & Li, Suyang & Qiao, Lu, 2023. "Peer performance and the asymmetric timeliness of earnings recognition," International Review of Financial Analysis, Elsevier, vol. 85(C).
- Ali, Usman & Hirshleifer, David, 2020.
"Shared analyst coverage: Unifying momentum spillover effects,"
Journal of Financial Economics, Elsevier, vol. 136(3), pages 649-675.
- Usman Ali & David Hirshleifer, 2018. "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers 25201, National Bureau of Economic Research, Inc.
- Felipe Cortes & Francisco Marcet, 2023. "Analysts’ Connections and M&A Outcomes," Management Science, INFORMS, vol. 69(7), pages 4108-4133, July.
- Caglayan, Mustafa Onur & Hu, Yu & Xue, Wenjun, 2021. "Mutual fund herding and return comovement in Chinese equities," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Ting Luo & Wenjuan Xie, 2012. "Industry information uncertainty and stock return comovement," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 19(3), pages 330-351.
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