Economic Links and Predictable Returns

By Lauren H. Cohen, Andrea Frazzini. 2008

1,306 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/99a2f45a2c6b692c502734fbd2f73c1352ea09a0

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Citations in the corpus

Common ownership and competition in product markets (2021, neutral): “Davidson and Deneckere (1984) shows a similar result in the context of full horizontal mergers.”
Firm Volatility in Granular Networks (2013, positive): “The Compustat data has been carefully linked to CRSP market equity data by Cohen and Frazzini (2008), which allows us to associate information on firms’ network connectivity with their market equity size and their return volatility.(9) The data set covers the period 1980-2009, and includes 48,839 cu”
Proprietary Costs and the Disclosure of Information About Customers (2012, neutral): “, see Olsen and Dietrich (1985), Cohen and Frazzini (2006), and Pandit, Wasley, and Zach (2011).”
Natural language based financial forecasting: a survey (2017, background): “Corporations that are involved in the same manufacturing chain are also connected in some sense [31], as illustrated in Figure 3.”
The impact of climate change on the cost of bank loans (2020, positive): “, 2007, DellaVigna and Pollet, 2007; Cohen and Frazzini, 2008; Hong et al., 2019). To identify the effect of market attention on the pricing of climate risk in loan spreads, we follow Painter (2020) and conduct a quasi-natural experiment surrounding the release of the Stern Review.”
Technological links and predictable returns (2019, neutral): “Analyst stock coverage and institutional ownership are commonly used in the literature as proxies for investor attention (e.g., Hou, 2007; Cohen and Frazzini, 2008; Menzly and Ozbas, 2010; Hirshleifer, Hsu, and Li, 2013; Jiang, Qian, and Yao, 2015).”