Style-Related Comovement: Fundamentals or Labels?

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Style investing, comovement and return predictability. (2013, unknown): “Consistent with this, Barberis, Shleifer, and Wurgler (2005) show that when a stock is added to the Standard & Poor’s 500 index, its comovement with the index increases (see also Greenwood, 2008; Boyer, 2011).”
A Model of Financialization of Commodities (2015, unknown): “, Barberis, Shleifer, and Wurgler (2005) for the S&P500 vis-à-vis non-S&P500 stocks, Boyer (2011) for BARRA value and growth”
Asset Prices and Institutional Investors (2013, unknown): “Brennan (1993) is the first to attempt to introduce institutional investors into an asset pricing model.”
Financialization in commodity markets: A passing trend or the new normal? (2015, background): “For instance, Barberis et al. (2005) show that the comovement between a stock and the S&P 500 index increases when a stock is added to that Index, and Boyer (2011) finds that economically meaningless fund labels have explanatory power for the return comovements of index constituents.”
Gambling and Comovement (2013, unknown): “…a growing number of studies provide evidence of comovement patterns in stock returns that cannot be easily attributed to comovement in cash flows or a systematic shift in discount rates (e.g., Lee, Shleifer, and Thaler (1991), Froot and Dabora (1999), Kumar and Lee (2006), and Boyer (2011)).”