Identifying stock connections by shared analyst coverage, we find that a connected-stock (CS) momentum factor generates a monthly alpha of 1.68% (t = 9.67). In spanning regressions, the alphas of indu
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
