Sell-side analyst coverage data provides a rich source of establishing connections between firms, as analysts (given their industry expertise) are likely to cover fundamentally related firms. In this webinar, our experts will discuss how to build a network of connected firms using sell-side analysts’ coverage data, as well as propose several broad applications of this network including:
Quantifying economic relationships between companies using a connected-firm network. Is this approach to determining company relationships superior to other methods such as customer-supplier and sector groupings?
The role of the network in influencing a firm’s corporate financial policies such as leverage and equity issuance.
Using information from a company’s connected-firm network to improve forecasts of company fundamentals.
The performance of stock selection strategies constructed from connected-firm networks. Do complex connected-firm networks provide a better opportunity to harvest alpha compared to simple networks?
Please join us for a Webinar Series presented by the Quantamental Research Group. This series grants you direct access to the team behind our Quantamental Research as they share actionable intelligence on how to enhance your modeling process leveraging the innovative data suite available via Xpressfeed™ and Snowflake.
David PopeManaging Director, Quantamental Research, S&P Global Market Intelligence
David S. Pope, CFA, also known as Dave, is the Managing Director of Quantamental Research at S&P Global Market Intelligence, Research Division. Full Bio
David S. Pope, CFA, also known as Dave, is the Managing Director of Quantamental Research at S&P Global Market Intelligence, Research Division. He also teaches graduate and undergraduate classes as an Adjunct Professor of Finance at Bentley University.
Most recently, Mr. Pope was an Associate Partner and Vice President at Wellington Management Company LLC, where he constructed quantitative stock selection models and managed international equity portfolios. Prior to working at Wellington, Mr. Pope was a Vice President and Fixed Income Portfolio Manager at Colonial Management Associates, where he conducted quantitative research and managed four open-end, municipal mutual funds. Mr. Pope began his investment career at Fidelity Management and Research in 1993 as a Fixed Income Quantitative Portfolio Analyst in the municipal bond group. He is an investment professional with over 17 years of experience conducting quantitative research, and managing both equity and fixed income portfolios. Mr. Pope is a CFA charterholder. He received his MSF from Boston College, and BS in Finance from Bentley College. Minimize
Speakers
S&P Global Contributor
Temilade OyeniyiVice President, Quantamental Research, S&P Global Market Intelligence
Temilade (“Temi”) Oyeniyi, CFA is Vice President at S&P Global Market Intelligence’s Quantamental Research Group, which is responsible for building global equity strategies for institutional investors. Full Bio
Temilade (“Temi”) Oyeniyi, CFA is Vice President at S&P Global Market Intelligence’s Quantamental Research Group, which is responsible for building global equity strategies for institutional investors. Most recently, he was a Principal at Bank of Montreal Global Asset Management where he was responsible for portfolio research in international equity markets and providing analytical and portfolio support to Portfolio Managers. Previously, Temi was a Senior Equity Researcher/Investment Consultant at IHS Markit where he was responsible for the firm’s global quantitative products for institutional investors. Temi began his career as a Credit Analyst in Lagos, Nigeria. Temi received his MBA from the Owen Graduate School of Management at Vanderbilt University and BS in Computer Science from the University of Lagos, Nigeria. He is a member of the CFA Institute and Chicago Quantitative Alliance (CQA). Minimize
S&P Global Contributor
Mark LearyAssociate Professor of Finance, Washington University in St. Louis
Professor Leary joined Olin in 2010. He taught previously at Cornell University and, prior to his academic career, Full Bio
Professor Leary joined Olin in 2010. He taught previously at Cornell University and, prior to his academic career, worked for CVS Corp. and the Federal Reserve Bank of NY. Leary's research investigates the motives behind corporate financial policy decisions, including leverage, security issuance, dividend and share repurchase decisions. His work has demonstrated the roles of adjustment costs, credit conditions, and peer firms in affecting financial policy. Minimize
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