---
title: Corporate Bonds: Momentum Spillovers
url: https://www.ml-quant.com/papers/ssrn/4622610/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4622610
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4622610
featured: 2023-11-08
citations: unknown
topic: Asset Pricing & Factors
---


# Corporate Bonds: Momentum Spillovers

Momentum Spillovers: The article uncovers momentum spillovers in the corporate bond market, proposing a strategy of buying bonds from high-performing peers and selling bonds from low-performing peers, yielding a monthly alpha of 36 basis points.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4622610
- Identifier: SSRN 4622610
- Released: 2023-09-25
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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