Class information for:
Level 1: BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
1832 2469 35.0 58%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
144 2             BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS 23368
1832 1                   BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM 2469

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 BUSINESS, FINANCE WoSSC 572580 71% 3% 1763
2 ASSET PRICING authKW 408628 6% 21% 156
3 VALUE PREMIUM authKW 399727 2% 79% 41
4 INVESTOR SENTIMENT authKW 393194 3% 44% 72
5 MOMENTUM authKW 360154 5% 26% 114
6 CAPM authKW 339583 3% 38% 73
7 IDIOSYNCRATIC VOLATILITY authKW 313239 2% 67% 38
8 JOURNAL OF PORTFOLIO MANAGEMENT journal 289052 7% 13% 178
9 BOOK TO MARKET authKW 237210 1% 71% 27
10 JOURNAL OF FINANCE journal 221715 9% 8% 233

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Business, Finance 572580 71% 3% 1763
2 Economics 82134 62% 0% 1522
3 Social Sciences, Mathematical Methods 3309 5% 0% 115
4 Business 2052 6% 0% 138
5 Management 1033 5% 0% 120
6 Mathematics, Interdisciplinary Applications 475 4% 0% 89
7 International Relations 300 2% 0% 41
8 Operations Research & Management Science 270 3% 0% 70
9 Statistics & Probability 90 2% 0% 50
10 Urban Studies 43 1% 0% 14

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 FINANCE 108957 11% 3% 278
2 AREA FINANCE 67321 0% 78% 7
3 ACCOUNTING FINANCE 35676 3% 4% 79
4 GLOBAL QUANTITAT 27821 0% 75% 3
5 EAFE GLOBAL ACT EQU STRATEGIES 24731 0% 100% 2
6 GLOBAL ACT EQU 24731 0% 100% 2
7 MANAGEMENT STUDIES ACTUARIAL SCI 24731 0% 100% 2
8 FINANCE SECUR 24727 0% 50% 4
9 AMOS TUCK BUSINESS 20603 0% 33% 5
10 BUSINESS 19052 10% 1% 259

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF PORTFOLIO MANAGEMENT 289052 7% 13% 178
2 JOURNAL OF FINANCE 221715 9% 8% 233
3 JOURNAL OF FINANCIAL ECONOMICS 145019 7% 7% 167
4 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 105674 5% 8% 112
5 REVIEW OF FINANCIAL STUDIES 92198 4% 7% 109
6 FINANCIAL ANALYSTS JOURNAL 87386 2% 12% 59
7 JOURNAL OF BANKING & FINANCE 81246 7% 4% 170
8 PACIFIC-BASIN FINANCE JOURNAL 60258 2% 11% 45
9 JOURNAL OF EMPIRICAL FINANCE 52753 2% 9% 50
10 EUROPEAN FINANCIAL MANAGEMENT 43376 2% 9% 38

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 ASSET PRICING 408628 6% 21% 156 Search ASSET+PRICING Search ASSET+PRICING
2 VALUE PREMIUM 399727 2% 79% 41 Search VALUE+PREMIUM Search VALUE+PREMIUM
3 INVESTOR SENTIMENT 393194 3% 44% 72 Search INVESTOR+SENTIMENT Search INVESTOR+SENTIMENT
4 MOMENTUM 360154 5% 26% 114 Search MOMENTUM Search MOMENTUM
5 CAPM 339583 3% 38% 73 Search CAPM Search CAPM
6 IDIOSYNCRATIC VOLATILITY 313239 2% 67% 38 Search IDIOSYNCRATIC+VOLATILITY Search IDIOSYNCRATIC+VOLATILITY
7 BOOK TO MARKET 237210 1% 71% 27 Search BOOK+TO+MARKET Search BOOK+TO+MARKET
8 CROSS SECTION OF STOCK RETURNS 213740 1% 79% 22 Search CROSS+SECTION+OF+STOCK+RETURNS Search CROSS+SECTION+OF+STOCK+RETURNS
9 MOMENTUM EFFECT 198536 1% 94% 17 Search MOMENTUM+EFFECT Search MOMENTUM+EFFECT
10 OVERREACTION 156714 1% 42% 30 Search OVERREACTION Search OVERREACTION

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 PATARI, E , LEIVO, T , (2017) A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS.JOURNAL OF ECONOMIC SURVEYS. VOL. 31. ISSUE 1. P. 79 -168 96 76% 0
2 HARVEY, CR , LIU, Y , ZHU, HQ , (2016) ... AND THE CROSS-SECTION OF EXPECTED RETURNS.REVIEW OF FINANCIAL STUDIES. VOL. 29. ISSUE 1. P. 5 -68 95 34% 9
3 NAGEL, S , (2013) EMPIRICAL CROSS-SECTIONAL ASSET PRICING.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 5. VOL. 5. ISSUE . P. 167-199 82 60% 4
4 SUBRAHMANYAM, A , (2010) THE CROSS-SECTION OF EXPECTED STOCK RETURNS: WHAT HAVE WE LEARNT FROM THE PAST TWENTY-FIVE YEARS OF RESEARCH ?.EUROPEAN FINANCIAL MANAGEMENT. VOL. 16. ISSUE 1. P. 27 -42 68 69% 26
5 ASNESS, CS , MOSKOWITZ, TJ , PEDERSEN, LH , (2013) VALUE AND MOMENTUM EVERYWHERE.JOURNAL OF FINANCE. VOL. 68. ISSUE 3. P. 929-985 41 67% 140
6 HOU, KW , XUE, C , ZHANG, L , (2015) DIGESTING ANOMALIES: AN INVESTMENT APPROACH.REVIEW OF FINANCIAL STUDIES. VOL. 28. ISSUE 3. P. 650 -705 49 60% 31
7 JACOBS, H , (2015) WHAT EXPLAINS THE DYNAMICS OF 100 ANOMALIES?.JOURNAL OF BANKING & FINANCE. VOL. 57. ISSUE . P. 65 -85 73 53% 5
8 JAGANNATHAN, R , SCHAUMBURG, E , ZHOU, G , (2010) CROSS-SECTIONAL ASSET PRICING TESTS.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 2. VOL. 2. ISSUE . P. 49-74 61 70% 3
9 WALKSHAUSL, C , LOBE, S , (2014) THE ALTERNATIVE THREE-FACTOR MODEL: AN ALTERNATIVE BEYOND US MARKETS?.EUROPEAN FINANCIAL MANAGEMENT. VOL. 20. ISSUE 1. P. 33 -70 44 86% 2
10 SIMLAI, P , (2014) PERSISTENCE OF EX-ANTE VOLATILITY AND THE CROSS-SECTION OF STOCK RETURNS.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. VOL. 33. ISSUE . P. 253 -261 45 83% 0

Classes with closest relation at Level 1


Rank Class id link
1 18381 JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
2 25671 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
3 18136 JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO
4 3582 EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING
5 5243 MUTUAL FUNDS//HEDGE FUNDS//BUSINESS, FINANCE
6 20287 DISPOSITION EFFECT//OVERCONFIDENCE//INDIVIDUAL INVESTORS
7 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
8 452 MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS
9 16560 JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS//REITS//REAL ESTATE ECONOMICS
10 87 JOURNAL OF ACCOUNTING & ECONOMICS//JOURNAL OF ACCOUNTING RESEARCH//BUSINESS, FINANCE

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