NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Shared Analyst Coverage: Unifying Momentum Spillover Effects

Usman Ali, David Hirshleifer

NBER Working Paper No. 25201
Issued in October 2018, Revised in February 2019

---- Acknowledgments ----

We thank John Campbell, Kent Daniel, Danling Jiang, Abhiroop Mukherjee, Lin Sun, and Siew Hong Teoh for very helpful comments and suggestions, AQR and Ken French for making factor returns publicly available, Andrea Frazzini for making customer-supplier links publicly available, and Marcin Kacperczyk for making broker merger data publicly available. We especially thank an anonymous referee, whose suggestions have substantially improved the paper. The views expressed herein are those of the author and do not necessarily reflect the views of the National Bureau of Economic Research. Usman Ali is a Portfolio Manager at MIG Capital.

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