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Text-Based Industry Momentum

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References

1992The Cross-Section of Expected Stock Returns17,320 cited
1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
1985Does the Stock Market Overreact?7,756 cited
1997Industry costs of equity5,793 cited
1997A model of investor sentiment /4,073 cited
1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.13,097 cited
2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,542 cited
2011Text-Based Network Industries and Endogenous Product Differentiation2,187 cited
1998International Momentum Strategies1,813 cited
1999Do Industries Explain Momentum?1,770 cited
2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
2010Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis

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1,498 cited

2008Economic Links and Predictable Returns1,411 cited

2000Characteristics, Covariances, and Average Returns: 1929 to 19971,145 cited

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2021A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets139 cited
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2022Attention and Underreaction-Related Anomalies48 cited
2024Production complementarity and information transmission across industries36 cited
2020Where Does the Predictability from Sorting on Returns of Economically Linked Firms Come From?35 cited
2025Global Business Networks34 cited
2021Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls30 cited
2021Concept links and return momentum23 cited
2022Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?23 cited
2020Breaking the Word Bank: Measurement and Effects of Bank Level Uncertainty22 cited
2024Geographic links and predictable returns21 cited
2018Factor Momentum21 cited
2024The Double-Edged Sword of Exemplar Similarity20 cited
2020Does uniqueness in banking matter?20 cited
2024Gradual information diffusion across commonly owned firms19 cited
2018Predicting stock return correlations with brief company descriptions18 cited