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Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers

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Author Info
Harrison Hong
Jeffrey D. Kubik
Jeremy C. Stein
Abstract

A mutual-fund manager is more likely to hold (or buy, or sell) a particular stock in any quarter if other managers in the same city are holding (or buying, or selling) that same stock. This pattern shows up even when controlling for the distance between the fund manager and the stock in question, so it is distinct from a local-preference effect. It is also robust to a variety of controls for investment styles. These results can be interpreted in terms of an epidemic model in which investors spread information about stocks to one another by word of mouth.

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Paper provided by Harvard - Institute of Economic Research in its series Harvard Institute of Economic Research Working Papers with number 2006.

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Date of creation: 2003
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Handle: RePEc:fth:harver:2006

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  1. John D. Benjamin & Peter Chinloy & William G. Hardin III, 2007. "Institutional-Grade Properties: Performance and Ownership," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 219_240. [Downloadable!]
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