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  • 11 Sep 2018
  • Working Paper Summaries

IQ from IP: Simplifying Search in Portfolio Choice

Keywords: by Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher J. Malloy
  • 04 Feb 2019
  • News

Award-winning paper uses EDGAR IP data to track correlation to portfolio

  • Awards

Crowell Memorial Prize

By: Lauren H. Cohen
Winner of the 2018 Crowell Memorial Prize For the Best Paper on Quantitative Investing from PanAgora Asset Management for “IQ from IP: Simplifying Search in Portfolio Choice” (with Huaizhi Chen, Umit Gurun, Dong Lou, and Christopher J. Malloy). View Details
  • 28 Aug 2018
  • First Look

New Research and Ideas, August 28, 2018

IQ from IP: Simplifying Search in Portfolio Choice By: Chen, Huaizhi, Lauren Cohen, Umit Gurun, View Details
Keywords: Dina Gerdeman
  • Web

Entrepreneurial Management Awards & Honors - Faculty & Research

Portfolio Choice” (with Huaizhi Chen, Umit Gurun, Dong Lou, View Details
  • Web

Finance Awards & Honors - Faculty & Research

Choice” (with Huaizhi Chen, Umit Gurun, Dong Lou, View Details
  • October 2020
  • Article

IQ from IP: Simplifying Search in Portfolio Choice

By: Huaizhi Chen, Lauren Cohen, Umit Gurun, Dong Lou and Christopher J. Malloy
Using a novel database that tracks web traffic on the SEC’s EDGAR servers between 2004 and 2015, we show that mutual fund managers gather information on a very particular subset of firms and insiders, and their surveillance is very persistent over time. This tracking... View Details
Keywords: Tracked Trades; Return Predictability; Institutional Trading; Insider Trading; Institutional Investing; Information; Investment Portfolio; Decisions; Management
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