Finding 3212Emerging EvidenceValidation V0
This paper introduces a novel customer-supplier momentum (CSMOM) factor using a unique Chinese supply chain dataset, mapping both direct and indirect equity relationships. Its originality lies in empirically revealing cascading momentum spillovers and linking them to investor inattention, offering fresh insights into network-based return predictability and behavioral finance in quantitative markets.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
This paper introduces a novel customer-supplier momentum (CSMOM) factor using a unique Chinese supply chain dataset, mapping both direct and indirect equity relationships. Its originality lies in empirically revealing cascading momentum spillovers and linking them to investor inattention, offering fresh insights into network-based return predictability and behavioral finance in quantitative markets.
key_findings bullet 4 · key_findings
Inspect source: Customer-Supplier Momentum Spillover and Its Cascading Effect →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.