Class information for:
Level 1: VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
981 2833 34.0 57%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
38 32239 BUSINESS, FINANCE//JOURNAL OF FINANCE//JOURNAL OF FINANCIAL ECONOMICS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 VALUE PREMIUM Author keyword 63 83% 1% 35
2 JOURNAL OF PORTFOLIO MANAGEMENT Journal 52 19% 9% 246
3 CROSS SECTION OF STOCK RETURNS Author keyword 48 91% 1% 20
4 STOCK RETURN PREDICTABILITY Author keyword 42 74% 1% 31
5 ASSET PRICING Author keyword 34 21% 5% 144
6 BOOK TO MARKET Author keyword 33 74% 1% 25
7 BOOK TO MARKET EFFECT Author keyword 31 92% 0% 12
8 RETURN PREDICTABILITY Author keyword 30 43% 2% 52
9 MOMENTUM STRATEGIES Author keyword 24 91% 0% 10
10 VALUE STOCKS Author keyword 24 91% 0% 10

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 VALUE PREMIUM 63 83% 1% 35 Search VALUE+PREMIUM Search VALUE+PREMIUM
2 CROSS SECTION OF STOCK RETURNS 48 91% 1% 20 Search CROSS+SECTION+OF+STOCK+RETURNS Search CROSS+SECTION+OF+STOCK+RETURNS
3 STOCK RETURN PREDICTABILITY 42 74% 1% 31 Search STOCK+RETURN+PREDICTABILITY Search STOCK+RETURN+PREDICTABILITY
4 ASSET PRICING 34 21% 5% 144 Search ASSET+PRICING Search ASSET+PRICING
5 BOOK TO MARKET 33 74% 1% 25 Search BOOK+TO+MARKET Search BOOK+TO+MARKET
6 BOOK TO MARKET EFFECT 31 92% 0% 12 Search BOOK+TO+MARKET+EFFECT Search BOOK+TO+MARKET+EFFECT
7 RETURN PREDICTABILITY 30 43% 2% 52 Search RETURN+PREDICTABILITY Search RETURN+PREDICTABILITY
8 MOMENTUM STRATEGIES 24 91% 0% 10 Search MOMENTUM+STRATEGIES Search MOMENTUM+STRATEGIES
9 VALUE STOCKS 24 91% 0% 10 Search VALUE+STOCKS Search VALUE+STOCKS
10 PREDICTIVE REGRESSIONS 23 79% 1% 15 Search PREDICTIVE+REGRESSIONS Search PREDICTIVE+REGRESSIONS

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 EXPECTED STOCK RETURNS 234 53% 11% 315
2 BOOK TO MARKET 203 79% 5% 132
3 EXPECTED RETURNS 148 47% 8% 236
4 COMMON STOCKS 132 58% 5% 153
5 OVERREACTION 101 55% 4% 126
6 DIVIDEND YIELDS 94 61% 4% 100
7 STOCK RETURNS 77 15% 17% 472
8 VALUE PREMIUM 65 81% 1% 39
9 ASSET PRICING ANOMALIES 55 92% 1% 22
10 CAPM 51 56% 2% 61

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 JOURNAL OF PORTFOLIO MANAGEMENT 52 19% 9% 246
2 JOURNAL OF EMPIRICAL FINANCE 11 15% 2% 68
3 FINANCIAL ANALYSTS JOURNAL 8 12% 2% 59
4 PACIFIC-BASIN FINANCE JOURNAL 4 11% 1% 33
5 JOURNAL OF FINANCIAL RESEARCH 4 10% 1% 33
6 INVESTMENT ANALYSTS JOURNAL 3 18% 1% 17
7 JASSA-THE FINSIA JOURNAL OF APPLIED FINANCE 1 12% 0% 6

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
Stock return forecasting: Some new evidence 2015 2 66 53%
Is size dead? A review of the size effect in equity returns 2011 15 70 84%
EFFICIENT CAPITAL-MARKETS .2. 1991 915 106 42%
The Cross-Section of Expected Stock Returns: What Have We Learnt from the Past Twenty-Five Years of Research ? 2010 20 99 71%
Investor psychology and security market under- and overreactions 1998 765 74 26%
A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations 2013 2 40 70%
DOES IDIOSYNCRATIC VOLATILITY MATTER IN THE EMERGING MARKETS? ISTANBUL STOCK EXCHANGE EVIDENCE 2013 0 26 92%
THE PRICING OF SIZE, BOOK TO MARKET AND FINANCIAL LEVERAGE IN EURO STOCKS 2013 0 11 82%
The CAPM is Alive and Well: A Review and Synthesis 2010 7 24 38%
Behavioral finance: How matters stand 2004 9 30 57%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 AREA FINANCE 7 67% 0.2% 6
2 GLOBAL QUANTITAT 4 75% 0.1% 3
3 MENDOZA BUSINESS 239 2 67% 0.1% 2
4 FINANCIAL ANAL 2 40% 0.1% 4
5 AMOS TUCK BUSINESS 1 31% 0.1% 4
6 LKC BUSINESS 1 38% 0.1% 3
7 EAFE GLOBAL ACT EQU STRATEGIES 1 100% 0.1% 2
8 ECON FINANACE 1 50% 0.1% 2
9 FINANCE SECUR 1 50% 0.1% 2
10 FINANCES BANKING ACCOUNTANCY 1 100% 0.1% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000220346 SELL IN MAY//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
2 0.0000182554 MUTUAL FUNDS//HEDGE FUNDS//FUND FLOWS
3 0.0000162277 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE
4 0.0000147170 PAIRS TRADING//REMOTE CLIENTS//AMER BUSINESS
5 0.0000131619 RATIONAL BUBBLES//INTRINSIC BUBBLES//PERIODICALLY COLLAPSING BUBBLES
6 0.0000125092 FLEXIBLE LEAST SQUARES//ALGORITHMIC TRADING SYSTEM//FINANCE MODELS
7 0.0000122066 DISPOSITION EFFECT//HOME BIAS//INDIVIDUAL INVESTORS
8 0.0000110024 INFLATION ILLUSION//PROXY HYPOTHESIS//FISHER HYPOTHESIS
9 0.0000106356 JOURNAL OF FINANCIAL MARKETS//MARKET MICROSTRUCTURE//LIQUIDITY
10 0.0000099831 CONTAGION//STOCK MARKET INTEGRATION//STOCK MARKETS