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Affiliated mutual funds and analyst optimism

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Author Info
Mola, Simona
Guidolin, Massimo

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Abstract

This paper extends the literature on analyst optimism. Our analysis of a large sample of recommendations issued from 1995 through 2006 indicates that sell-side analysts are likely to assign frequent and favorable ratings to a stock after the analysts' affiliated mutual funds invest in that stock. Controlling for a number of variables, including the ties between analysts and investment banks, we find that the greater the portfolio weight of a stock in the fund family, the more optimistic the stock ratings from affiliated analysts become. Since 2002, analysts' optimism on stocks held by affiliated mutual funds has declined. However, an analyst's decision of upgrading a stock to a "strong buy" rating is still significantly associated with the portfolio weight of that stock in the fund family.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-4VVXT0C-1/2/0554ce7db92c7abe8cd6b3879fb8d568
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 93 (2009)
Issue (Month): 1 (July)
Pages: 108-137
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Handle: RePEc:eee:jfinec:v:93:y:2009:i:1:p:108-137

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Web page: http://www.elsevier.com/locate/inca/505576

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Related research
Keywords: Analyst coverage Analyst optimism Ratings Mutual funds;

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This page was last updated on 2009-12-3.


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