Asset Allocation Mandates and Price Reactions
Asset allocation mandates affect stock price reactions to new information, with stocks with higher rebalancing fund ownership showing smaller price reactions to earnings surprises.
Featured in No. 80 on 1 Jan 2025 ·
- Released
- 20 Oct 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 5073245
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