Class information for:
Level 1: CLEARING MARGIN//FUTURES CLEARINGHOUSES//NEW ENGLAND ECONOMIC REVIEW

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
32429 139 27.6 34%


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
32429 1                   CLEARING MARGIN//FUTURES CLEARINGHOUSES//NEW ENGLAND ECONOMIC REVIEW 139

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 CLEARING MARGIN authKW 439360 1% 100% 2
2 FUTURES CLEARINGHOUSES authKW 439360 1% 100% 2
3 NEW ENGLAND ECONOMIC REVIEW journal 312716 12% 8% 17
4 AGRICULTURAL FUTURES MARKET authKW 219680 1% 100% 1
5 BANKING FINANCIAL MANAGMENT address 219680 1% 100% 1
6 BANQUE DE FRANCE authKW 219680 1% 100% 1
7 BROKERAGE AND TRADING authKW 219680 1% 100% 1
8 BUSINESS INTEGRAT TECHNOL GRP address 219680 1% 100% 1
9 BUSINESS PLICAT MATH SCI RISK ANALYT GRP address 219680 1% 100% 1
10 BUYING ON MARGIN authKW 219680 1% 100% 1

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 15537 50% 0% 69
2 Economics 2387 45% 0% 62
3 Operations Research & Management Science 337 12% 0% 16
4 Management 201 9% 0% 12
5 Business 66 4% 0% 6
6 History of Social Sciences 46 1% 0% 2
7 Law 26 3% 0% 4
8 Ethics 22 1% 0% 2
9 Social Sciences, Mathematical Methods 15 1% 0% 2
10 Computer Science, Hardware & Architecture 6 1% 0% 2

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 BANKING FINANCIAL MANAGMENT 219680 1% 100% 1
2 BUSINESS INTEGRAT TECHNOL GRP 219680 1% 100% 1
3 BUSINESS PLICAT MATH SCI RISK ANALYT GRP 219680 1% 100% 1
4 DELOITTE SOC GEN CHAIR ENERGY FINANCE 219680 1% 100% 1
5 ESTUDIOS ESTADO SOCIDAD 219680 1% 100% 1
6 GOLDMAN SACHS ASSET MANAGEMENT 219680 1% 100% 1
7 LEHRSTUHL INVESTIT FINANZIERUNG 219680 1% 100% 1
8 MANAGEMENT SCI GRP RETIRED 219680 1% 100% 1
9 SUPERVIS MARKETS 219680 1% 100% 1
10 WILLIAM E BUSINESS ADM 219680 1% 100% 1

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 NEW ENGLAND ECONOMIC REVIEW 312716 12% 8% 17
2 JOURNAL OF FUTURES MARKETS 107732 21% 2% 29
3 JOURNAL OF FINANCIAL SERVICES RESEARCH 23749 5% 2% 7
4 INTERFACES 6061 5% 0% 7
5 JOURNAL OF MONEY CREDIT AND BANKING 2521 4% 0% 5
6 JOURNAL OF FINANCE 1807 4% 0% 5
7 CLIOMETRICA 1662 1% 1% 1
8 JOURNAL OF OPERATIONAL RISK 1362 1% 1% 1
9 JOURNAL OF BANKING & FINANCE 1244 4% 0% 5
10 JOURNAL OF DERIVATIVES 1054 1% 0% 1

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 CLEARING MARGIN 439360 1% 100% 2 Search CLEARING+MARGIN Search CLEARING+MARGIN
2 FUTURES CLEARINGHOUSES 439360 1% 100% 2 Search FUTURES+CLEARINGHOUSES Search FUTURES+CLEARINGHOUSES
3 AGRICULTURAL FUTURES MARKET 219680 1% 100% 1 Search AGRICULTURAL+FUTURES+MARKET Search AGRICULTURAL+FUTURES+MARKET
4 BANQUE DE FRANCE 219680 1% 100% 1 Search BANQUE+DE+FRANCE Search BANQUE+DE+FRANCE
5 BROKERAGE AND TRADING 219680 1% 100% 1 Search BROKERAGE+AND+TRADING Search BROKERAGE+AND+TRADING
6 BUYING ON MARGIN 219680 1% 100% 1 Search BUYING+ON+MARGIN Search BUYING+ON+MARGIN
7 CLEARING MARGIN SYSTEM 219680 1% 100% 1 Search CLEARING+MARGIN+SYSTEM Search CLEARING+MARGIN+SYSTEM
8 DERIVATIVES MARKET ORGANIZATION 219680 1% 100% 1 Search DERIVATIVES+MARKET+ORGANIZATION Search DERIVATIVES+MARKET+ORGANIZATION
9 FINANCIAL INSTITUTIONS BROKERAGE 219680 1% 100% 1 Search FINANCIAL+INSTITUTIONS+BROKERAGE Search FINANCIAL+INSTITUTIONS+BROKERAGE
10 FINANCIAL INSTITUTIONS BROKERAGE TRADING 219680 1% 100% 1 Search FINANCIAL+INSTITUTIONS+BROKERAGE+TRADING Search FINANCIAL+INSTITUTIONS+BROKERAGE+TRADING

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 FORTUNE, P , (2001) MARGIN LENDING AND STOCK MARKET VOLATILITY.NEW ENGLAND ECONOMIC REVIEW. VOL. . ISSUE 4. P. 3-+ 16 100% 3
2 KUPIEC, PH , (1998) MARGIN REQUIREMENTS, VOLATILITY, AND MARKET INTEGRITY: WHAT HAVE WE LEARNED SINCE THE CRASH?.JOURNAL OF FINANCIAL SERVICES RESEARCH. VOL. 13. ISSUE 3. P. 231-255 25 50% 8
3 SHANKER, L , BALAKRISHNAN, N , (2005) OPTIMAL CLEARING MARGIN, CAPITAL AND PRICE LIMITS FOR FUTURES CLEARINGHOUSES.JOURNAL OF BANKING & FINANCE. VOL. 29. ISSUE 7. P. 1611-1630 12 80% 3
4 DUTT, HR , WEIN, IL , (2003) REVISITING THE EMPIRICAL ESTIMATION OF THE EFFECT OF MARGIN CHANGES ON FUTURES TRADING VOLUME.JOURNAL OF FUTURES MARKETS. VOL. 23. ISSUE 6. P. 561-576 11 92% 5
5 ABRUZZO, N , PARK, YH , (2016) AN EMPIRICAL ANALYSIS OF FUTURES MARGIN CHANGES: DETERMINANTS AND POLICY IMPLICATIONS.JOURNAL OF FINANCIAL SERVICES RESEARCH. VOL. 49. ISSUE 1. P. 65 -100 12 60% 0
6 DASKALAKI, C , SKIADOPOULOS, G , (2016) THE EFFECTS OF MARGIN CHANGES ON COMMODITY FUTURES MARKETS.JOURNAL OF FINANCIAL STABILITY. VOL. 22. ISSUE . P. 129 -152 16 42% 0
7 DUTT, HR , WEIN, IL , (2003) ON THE ADEQUACY OF SINGLE-STOCK FUTURES MARGINING REQUIREMENTS.JOURNAL OF FUTURES MARKETS. VOL. 23. ISSUE 10. P. 989-1002 9 100% 5
8 FORTUNE, P , (2003) MARGIN REQUIREMENTS ACROSS EQUITY-RELATED INSTRUMENTS: HOW LEVEL IS THE PLAYING FIELD?.NEW ENGLAND ECONOMIC REVIEW. VOL. . ISSUE 1-4. P. 31-+ 9 100% 2
9 KUPIEC, PH , WHITE, AP , (1996) REGULATORY COMPETITION AND THE EFFICIENCY OF ALTERNATIVE DERIVATIVE PRODUCT MARGINING SYSTEMS.JOURNAL OF FUTURES MARKETS. VOL. 16. ISSUE 8. P. 943-968 11 92% 3
10 LAM, K , SIN, CY , LEUNG, R , (2004) A THEORETICAL FRAMEWORK TO EVALUATE DIFFERENT MARGIN-SETTING METHODOLOGIES.JOURNAL OF FUTURES MARKETS. VOL. 24. ISSUE 2. P. 117-145 12 60% 4

Classes with closest relation at Level 1


Rank Class id link
1 25671 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
2 4867 JOURNAL OF FUTURES MARKETS//CONVENIENCE YIELD//FUTURES MARKETS
3 452 MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS
4 37573 FED REGULATORY AFFAIRS//KEY AUSTRALIAN STUDIES//NAT OURCES PRACTICE GRP
5 31821 FINANCIAL TRANSACTION TAX//TOBIN TAX//TRANSACTION TAX
6 32855 STRUCTURED PRODUCTS//GERMAN MARKET//CURRENCY FLOW
7 863 SYSTEMIC RISK//DEPOSIT INSURANCE//JOURNAL OF FINANCIAL STABILITY
8 29944 STRONG CHROMATIC INDEX//INDUCED MATCHING//INCIDENCE COLORING
9 1852 GARCH//GARCH MODELS//VALUE AT RISK
10 3582 EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING

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