---
title: Cross-Bond Momentum Spillovers
url: https://www.ml-quant.com/papers/ssrn/4880869/
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 4880869
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4880869
featured: 2024-07-03
citations: 0
topic: Asset Pricing & Factors
---


# Cross-Bond Momentum Spillovers

The study finds that bond peer momentums, particularly those with shared analyst linkage, can predict future bond returns in the corporate bond market. This strategy can yield significant profits, especially for bonds with less investor attention and higher arbitrage costs.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4880869
- Identifier: SSRN 4880869
- Released: 2023-03-31
- First featured: Quant Letter No. 55 (2024-07-03): https://www.ml-quant.com/issues/2024-07-03/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Asset Pricing & Factors

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