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Shared analyst coverage: Unifying momentum spillover effects

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Cited by:

  1. Dichev, Ilia D. & Qian, Jingyi, 2022. "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, vol. 74(1).
  2. Xingyue Pu & Stephen Roberts & Xiaowen Dong & Stefan Zohren, 2023. "Network Momentum across Asset Classes," Papers 2308.11294, arXiv.org.
  3. Yi, Biao & Guo, Shuxin, 2022. "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  4. Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025. "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
  5. Guo, Li & Sang, Bo & Tu, Jun & Wang, Yu, 2024. "Cross-cryptocurrency return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
  6. Jin, Zuben, 2024. "Business aspects in focus, investor underreaction and return predictability," Journal of Corporate Finance, Elsevier, vol. 84(C).
  7. Hope, Ole-Kristian & Su, Xijiang, 2021. "Peer-level analyst transitions," Journal of Corporate Finance, Elsevier, vol. 70(C).
  8. Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Janeway Institute Working Papers 2506, Faculty of Economics, University of Cambridge.
  9. Ge, S. & Li, S. & Linton, O. B. & Liu, W. & Su, W., 2024. "Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?," Janeway Institute Working Papers 2416, Faculty of Economics, University of Cambridge.
  10. Tobias Wiest, 2023. "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 95-114, March.
  11. Yan, Jingda & Yu, Jialin, 2023. "Cross-stock momentum and factor momentum," Journal of Financial Economics, Elsevier, vol. 150(2).
  12. Chang, Ran & Gonzalez, Angelica & Sarkissian, Sergei & Tu, Jun, 2022. "Internal capital markets and predictability in complex ownership firms," Journal of Corporate Finance, Elsevier, vol. 74(C).
  13. Ying, Jie, 2024. "Gradual information diffusion across commonly owned firms," Journal of Financial Economics, Elsevier, vol. 156(C).
  14. Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2023. "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects," Papers 2308.01419, arXiv.org.
  15. 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.
  16. Li Guo & Wolfgang Karl Härdle & Yubo Tao, 2024. "A Time-Varying Network for Cryptocurrencies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 437-456, April.
  17. Yang, Jinyu & Xia, Guoen & Dong, Dayong, 2024. "Placebo in the random walk of stock price: Momentum effect of corporate site visits," Research in International Business and Finance, Elsevier, vol. 70(PB).
  18. Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran, 2024. "Production complementarity and information transmission across industries," Journal of Financial Economics, Elsevier, vol. 155(C).
  19. Guanyuan Yu & Qing Li & Yu Zhao & Jun Wang & YiJun Chen & Shaolei Chen, 2025. "Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation," Papers 2502.13979, arXiv.org.
  20. Yingjie Niu & Lanxin Lu & Rian Dolphin & Valerio Poti & Ruihai Dong, 2024. "Evaluating Financial Relational Graphs: Interpretation Before Prediction," Papers 2410.07216, arXiv.org.
  21. 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).
  22. Yunchuan Sun & Lu Liu & Ying Xu & Xiaoping Zeng & Yufeng Shi & Haifeng Hu & Jie Jiang & Ajith Abraham, 2024. "Alternative data in finance and business: emerging applications and theory analysis (review)," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
  23. Thomas Bourveau & Alexandre Garel & Peter Joos & Arthur Petit-Romec, 2024. "When attention is away, analysts misplay: distraction and analyst forecast performance," Review of Accounting Studies, Springer, vol. 29(1), pages 916-958, March.
  24. Kumar, Alok & Rantala, Ville & Xu, Rosy, 2022. "Social learning and analyst behavior," Journal of Financial Economics, Elsevier, vol. 143(1), pages 434-461.
  25. Zhang, Hanyu & Zhou, Hang & Long, Huaigang & Zhou, Wenyu & Zaremba, Adam, 2024. "Common investor coverage and excess return comovement: Evidence from Seeking Alpha," International Review of Economics & Finance, Elsevier, vol. 96(PC).
  26. Xia, Jingjing, 2024. "Stealing the show: The negative effects of media coverage on peers’ stock liquidity," Finance Research Letters, Elsevier, vol. 59(C).
  27. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  28. Chunying Zhang & Xiaohui Wu, 2023. "Analyst Coverage and Corporate ESG Performance," Sustainability, MDPI, vol. 15(17), pages 1-21, August.
  29. Yu Zhao & Shaopeng Wei & Yu Guo & Qing Yang & Xingyan Chen & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou, 2022. "Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks," Papers 2202.03874, arXiv.org, revised Jul 2022.
  30. Mengxi He & Yudong Wang & Yaojie Zhang, 2023. "The predictability of iron ore futures prices: A product‐material lead–lag effect," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1289-1304, September.
  31. Weng, Shiqi & Rong, Zhao & Yu, Li, 2024. "Institutional site visits and corporate innovation: The role of analyst coverage," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  32. Shi, Huai-Long & Chen, Huayi, 2024. "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, vol. 94(C).
  33. Gao, Ning & Hua, Chen & Khurshed, Arif, 2021. "Loan price in mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 67(C).
  34. Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024. "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, vol. 93(C).
  35. Qiu, Jiayue & Wu, Hai & Zhang, Lijuan, 2021. "In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements," Journal of Corporate Finance, Elsevier, vol. 69(C).
  36. Ni, Juan & Jin, Shuchang & Hu, Yi & Zhang, Lei, 2023. "Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy," International Review of Financial Analysis, Elsevier, vol. 87(C).
  37. Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022. "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
  38. Dragos Gorduza & Yaxuan Kong & Xiaowen Dong & Stefan Zohren, 2024. "Extracting Alpha from Financial Analyst Networks," Papers 2410.20597, arXiv.org.
  39. Linze Li & William Ferreira, 2025. "Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum," Papers 2501.07135, arXiv.org.
  40. Azevedo, Vitor, 2023. "Analysts’ underreaction and momentum strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  41. Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021. "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, vol. 142(1), pages 338-356.
  42. Avramov, D. & Ge, S. & Li, S. & Linton, O. B., 2025. "Dual Industry Effects and Cross-Stock Predictability," Cambridge Working Papers in Economics 2512, Faculty of Economics, University of Cambridge.
  43. Bagnara, Matteo, 2024. "The economic value of cross-predictability: A performance-based measure," SAFE Working Paper Series 424, Leibniz Institute for Financial Research SAFE.
  44. Yao Wang & Jingmei Zhao & Qing Li & Xiangyu Wei, 2024. "Considering momentum spillover effects via graph neural network in option pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(6), pages 1069-1094, June.
  45. Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong, 2023. "Learning to Learn Financial Networks for Optimising Momentum Strategies," Papers 2308.12212, arXiv.org.
  46. Yao Ge & Zheng Qiao & Zhe Shen & Zhiyu Zhang, 2023. "Production similarity and the cross‐section of stock returns: A machine learning approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 4849-4882, December.
  47. Zhang, Chao & Pu, Xingyue & Cucuringu, Mihai & Dong, Xiaowen, 2025. "Forecasting realized volatility with spillover effects: Perspectives from graph neural networks," International Journal of Forecasting, Elsevier, vol. 41(1), pages 377-397.
  48. Yi, Biao & Xiang, Xueman, 2023. "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  49. Ouyang, Hongbing & Liu, Xiaojun & Huang, Kang, 2024. "Analyst cliques coverage and the speed of leverage adjustment: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 96(PC).
  50. Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023. "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 510-531.
  51. Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022. "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, vol. 145(2), pages 83-102.
  52. 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.
  53. Lin, Mei-Chen, 2024. "Shared analyst coverage, 52-week high, and cross-firm return predictability," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  54. Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024. "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
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