Common analyst links and predictable returns: Evidence from China
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DOI: 10.1016/j.najef.2022.101832
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- Yi, Biao & Xiang, Xueman, 2023. "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
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More about this item
Keywords
Shared analyst coverage; Common-analyst momentum; Linked firms; Cross-asset momentum; Return predictability;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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