R&D Spillover and Predictable Returns

B-Tier
Journal: Review of Finance
Year: 2016
Volume: 20
Issue: 5
Pages: 1769-1797

Authors (3)

Yi Jiang (not in RePEc) Yiming Qian (University of Connecticut) Tong Yao (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We show that firms’ R&D activities can predict the stock returns of their industry peers. When an industry experiences substantial R&D growth driven by the activities of a small group of firms, industry peers experience positive abnormal returns and abnormal operating performance despite having no aggressive R&D growth. Exogenous industry shocks to demand or productivity do not explain these results. Further, abnormal returns are concentrated in peer firms that receive low investor attention.

Technical Details

RePEc Handle
repec:oup:revfin:v:20:y:2016:i:5:p:1769-1797.
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29