Supply Chain Propagation of Textual Signals: LLM Embeddings and Cross-Sectional Return Predictability

📅 2026-06-28
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🤖 AI Summary
This study investigates how integrating textual information from corporate annual reports with supply chain network structure can enhance stock return predictability. The authors propose a novel approach that combines FinBERT-derived embeddings from 10-K filings with a supply chain knowledge graph, leveraging network signal propagation to construct an augmented predictive factor. Within a multifactor asset pricing framework, this network-enhanced factor demonstrates significant out-of-sample predictive power for cross-sectional returns (t = −2.64). A long–short portfolio based on the factor achieves an annualized Sharpe ratio of 0.86, and it generates a risk-adjusted alpha of 7.27% per year (t = 2.30) after controlling for the Fama–French five factors. The results are robust across specifications, highlighting that inter-firm linkages embedded in supply chain networks contain valuable information for uncovering mispricing in equity markets.
📝 Abstract
This paper proposes a novel asset pricing framework that augments large language model (LLM) embeddings of annual report disclosures with supply chain knowledge graph (KG) propagation. Using FinBERT embeddings of 10-K MD&A sections for 255 S&P 500 firms over 2011-2025, two sets of return predictors are constructed: direct LLM embeddings and network-augmented embeddings, where firm-level signals propagate through inter-firm linkages. Fama-MacBeth cross-sectional regressions reveal that the network-augmented factor (net_pc_5) carries significant return predictability with a Newey-West t-statistic of -2.64, even after controlling for momentum, volatility, and firm size. A long-short portfolio sorted on net_pc_5 achieves an annualized Sharpe ratio of 0.86 and a Fama-French five-factor alpha of 7.27% per year (t = 2.30). The predictive power survives out-of-sample tests, placebo experiments, sector-neutralization, and subsample analysis. The findings suggest that inter-firm network structure contains pricing-relevant information beyond firm-level textual disclosures.
Problem

Research questions and friction points this paper is trying to address.

supply chain
textual signals
return predictability
LLM embeddings
knowledge graph
Innovation

Methods, ideas, or system contributions that make the work stand out.

LLM embeddings
supply chain knowledge graph
network propagation
cross-sectional return predictability
asset pricing
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Asef Yılkı
Institute of Banking and Insurance, Department of Banking, Marmara University, Istanbul, Turkey