---
title: Search and Prices
url: https://www.ml-quant.com/papers/ssrn/4925143/
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 4925143
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925143
featured: 2024-08-15
citations: unknown
topic: Asset Pricing & Factors
---


# Search and Prices

A new peer momentum strategy, based on firms co-searched by investors on the SEC EDGAR server, yields an annualized return alpha of 17, outperforming the shared-analyst peer momentum.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925143
- Identifier: SSRN 4925143
- Released: 2024-01-04
- First featured: Quant Letter No. 61 (2024-08-15): https://www.ml-quant.com/issues/2024-08-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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