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Portfolio Overlap and the Effective Variation in Granular Instruments: Replication Package

By Mehedi Ali Imam · as credited by the source

Published 2026-07-19

Deposited on Zenodo doi:10.5281/zenodo.21436099 licence cc-by-4.0 3 files, 85.7 MB
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About this dataset

This record contains the replication materials for “Portfolio Overlap and the Effective Variation in Granular Instruments.” The package includes analysis code, analysis-ready panel data, frozen empirical outputs, manager-classification sensitivity results, a complete sample-attrition audit, threshold and power diagnostics, and a weak-identification-robust Anderson–Rubin confidence set for the linear no-threshold specification. The fixed universe contains 300 securities selected by total Form 13F reported value in 2016Q1. CUSIP mapping produces a 214-security proxy panel, whil …

granular instrumentshift-share instrumentportfolio overlapinstitutional ownershippassive investingForm 13Fweak instrumentsAnderson-Rubinthreshold regressionreplication package

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Cite

@dataset{imam2026,
  title     = {Portfolio Overlap and the Effective Variation in Granular Instruments: Replication Package},
  author    = {Imam, Mehedi Ali},
  year      = {2026},
  publisher = {Zenodo},
  doi       = {10.5281/zenodo.21436099},
  url       = {https://doi.org/10.5281/zenodo.21436099}
}

Research that uses it

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Description

Data model
Discipline
Finance
Method family
Empirical (quantitative)Replication
Design
Instrumental variablesShift-share
Research stage
Data acquisition
Contributors
Mehedi Ali Imam (Data curation)
Usage
not used in published research yet
Source
Zenodo
Record
dataset:zenodo/21436099 · JSON

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