---
title: Investor Types & Asset Price Comovement
url: https://www.ml-quant.com/papers/ssrn/5057505/
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 5057505
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5057505
featured: 2024-12-18
citations: unknown
topic: Asset Pricing & Factors
---


# Investor Types & Asset Price Comovement

The study suggests that asset price comovement can significantly change if an investor type expands their investment universe due to an external shock.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5057505
- Identifier: SSRN 5057505
- Released: 2024-12-15
- First featured: Quant Letter No. 79 (2024-12-18): https://www.ml-quant.com/issues/2024-12-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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