Finding 2018Emerging EvidenceValidation V0
This paper introduces a novel method for defining equity peer groups using active mutual fund co-holdings, diverging from traditional researcher-specified approaches. Its originality lies in leveraging buy-side networks to predict next-month stock returns, offering fresh insights into information diffusion. Robust empirical results highlight significant implications for portfolio management and alpha generation.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
This paper introduces a novel method for defining equity peer groups using active mutual fund co-holdings, diverging from traditional researcher-specified approaches. Its originality lies in leveraging buy-side networks to predict next-month stock returns, offering fresh insights into information diffusion. Robust empirical results highlight significant implications for portfolio management and alpha generation.
key_findings bullet 4 · key_findings
Inspect source: Active Mutual Fund Co-Holdings and the Buy-Side Peer Network →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.