Quant BuffetRelax, Not Over Thinking

Headquarter Location Effect

Log in to collect

Academic paper

Near is Dear: Remoteness, Soft Information, and Stock Returns

AuthorsChao Gao; Wen Zeng

Institute
  • Australian National University
  • ?Australian National University, RSFAS
  • ?Australian National University (ANU)

Strategy in a nutshell

Universe: U.S. stocks (NYSE, NASDAQ, AMEX). Compute Remote6h (remoteness) using firm headquarters location and population accessibility. Sort stocks into deciles monthly and form a spread portfolio: long most remote firms (high decile) and short most proximate firms (low decile). Portfolios are value-weighted and rebalanced monthly.

Economic rationale

Remote firms consistently outperform due to information frictions. The market requires a premium for holding geographically remote firms, with return predictability mitigated by operational dispersion. Post-earnings announcement drift is mainly observed for remote firms.

Backtest performance

Annualised return8.52%
Volatility14.41%
Sharpe ratio0.59