Class information for:
Level 1: EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
3582 1951 35.2 59%


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
3582 1                   EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING 1951

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 EQUITY PREMIUM authKW 905046 4% 69% 84
2 PREDICTIVE REGRESSION authKW 413891 2% 73% 36
3 ASSET PRICING authKW 300902 6% 16% 119
4 STOCK RETURN PREDICTABILITY authKW 294859 2% 61% 31
5 LONG RUN RISK authKW 284530 1% 91% 20
6 EQUITY PREMIUM PUZZLE authKW 232800 1% 55% 27
7 RETURN PREDICTABILITY authKW 221547 2% 31% 45
8 CCAPM authKW 196629 1% 74% 17
9 BUSINESS, FINANCE WoSSC 195839 47% 1% 918
10 ECONOMICS WoSSC 115468 82% 0% 1597

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 195839 47% 1% 918
2 Economics 115468 82% 0% 1597
3 Social Sciences, Mathematical Methods 13134 10% 0% 200
4 Mathematics, Interdisciplinary Applications 1555 7% 0% 133
5 Statistics & Probability 851 6% 0% 109
6 Business 292 3% 0% 50
7 Management 288 3% 0% 60
8 Operations Research & Management Science 113 2% 0% 43
9 International Relations 31 1% 0% 14
10 Agricultural Economics & Policy 16 0% 0% 5

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 45587 8% 2% 160
2 CREATES 22734 1% 9% 16
3 ECON 21734 19% 0% 380
4 FINANCIAL ECONOMETR GRP 20111 0% 21% 6
5 WHARTON 18405 3% 2% 66
6 AIX MARSEILLE ECO 15649 0% 100% 1
7 BAKER LIB 367 15649 0% 100% 1
8 BIRKBECK ECON 15649 0% 100% 1
9 BUR 1112 15649 0% 100% 1
10 BUSINESS DRAKE CIRCUS 15649 0% 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 REVIEW OF FINANCIAL STUDIES 110391 5% 7% 106
2 JOURNAL OF FINANCE 78109 6% 4% 123
3 JOURNAL OF PORTFOLIO MANAGEMENT 63151 4% 5% 74
4 JOURNAL OF FINANCIAL ECONOMICS 60593 5% 4% 96
5 JOURNAL OF MONETARY ECONOMICS 44487 4% 4% 78
6 JOURNAL OF ECONOMIC DYNAMICS & CONTROL 38764 4% 3% 86
7 JOURNAL OF EMPIRICAL FINANCE 29070 2% 6% 33
8 REVIEW OF FINANCE 24994 1% 7% 24
9 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 23506 2% 3% 47
10 REVIEW OF ECONOMIC DYNAMICS 21380 2% 5% 30

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 EQUITY PREMIUM 905046 4% 69% 84 Search EQUITY+PREMIUM Search EQUITY+PREMIUM
2 PREDICTIVE REGRESSION 413891 2% 73% 36 Search PREDICTIVE+REGRESSION Search PREDICTIVE+REGRESSION
3 ASSET PRICING 300902 6% 16% 119 Search ASSET+PRICING Search ASSET+PRICING
4 STOCK RETURN PREDICTABILITY 294859 2% 61% 31 Search STOCK+RETURN+PREDICTABILITY Search STOCK+RETURN+PREDICTABILITY
5 LONG RUN RISK 284530 1% 91% 20 Search LONG+RUN+RISK Search LONG+RUN+RISK
6 EQUITY PREMIUM PUZZLE 232800 1% 55% 27 Search EQUITY+PREMIUM+PUZZLE Search EQUITY+PREMIUM+PUZZLE
7 RETURN PREDICTABILITY 221547 2% 31% 45 Search RETURN+PREDICTABILITY Search RETURN+PREDICTABILITY
8 CCAPM 196629 1% 74% 17 Search CCAPM Search CCAPM
9 RECURSIVE UTILITY 111110 1% 28% 25 Search RECURSIVE+UTILITY Search RECURSIVE+UTILITY
10 EQUITY RISK PREMIUM 110019 1% 47% 15 Search EQUITY+RISK+PREMIUM Search EQUITY+RISK+PREMIUM

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 COLLIN-DUFRESNE, P , JOHANNES, M , LOCHSTOER, LA , (2016) PARAMETER LEARNING IN GENERAL EQUILIBRIUM: THE ASSET PRICING IMPLICATIONS.AMERICAN ECONOMIC REVIEW. VOL. 106. ISSUE 3. P. 664 -698 44 86% 5
2 KOIJEN, RSJ , VAN NIEUWERBURGH, S , (2011) PREDICTABILITY OF RETURNS AND CASH FLOWS.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 3. VOL. 3. ISSUE . P. 467-491 54 72% 13
3 MEHRA, R , (2012) CONSUMPTION-BASED ASSET PRICING MODELS.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 4. VOL. 4. ISSUE . P. 385 -409 41 87% 5
4 SALOMONS, R , (2008) A THEORETICAL AND PRACTICAL PERSPECTIVE ON THE EQUITY RISK PREMIUM.JOURNAL OF ECONOMIC SURVEYS. VOL. 22. ISSUE 2. P. 299 -329 50 77% 2
5 WELCH, I , GOYAL, A , (2008) A COMPREHENSIVE LOOK AT THE EMPIRICAL PERFORMANCE OF EQUITY PREMIUM PREDICTION.REVIEW OF FINANCIAL STUDIES. VOL. 21. ISSUE 4. P. 1455 -1508 31 74% 345
6 BHAMRA, HS , UPPAL, R , (2014) ASSET PRICES WITH HETEROGENEITY IN PREFERENCES AND BELIEFS.REVIEW OF FINANCIAL STUDIES. VOL. 27. ISSUE 2. P. 519 -580 39 76% 11
7 MAIO, P , SANTA-CLARA, P , (2015) DIVIDEND YIELDS, DIVIDEND GROWTH, AND RETURN PREDICTABILITY IN THE CROSS SECTION OF STOCKS.JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. VOL. 50. ISSUE 1-2. P. 33 -60 37 82% 2
8 NAKAMURA, E , SERGEYEV, D , STEINSSON, J , (2017) GROWTH-RATE AND UNCERTAINTY SHOCKS IN CONSUMPTION: CROSS-COUNTRY EVIDENCE.AMERICAN ECONOMIC JOURNAL-MACROECONOMICS. VOL. 9. ISSUE 1. P. 1 -39 41 73% 0
9 DEW-BECKER, I , GIGLIO, S , (2016) ASSET PRICING IN THE FREQUENCY DOMAIN: THEORY AND EMPIRICS.REVIEW OF FINANCIAL STUDIES. VOL. 29. ISSUE 8. P. 2029 -2068 37 76% 1
10 MAIO, P , (2013) THE "FED MODEL" AND THE PREDICTABILITY OF STOCK RETURNS*.REVIEW OF FINANCE. VOL. 17. ISSUE 4. P. 1489-1533 41 75% 2

Classes with closest relation at Level 1


Rank Class id link
1 1832 BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM
2 17806 RATIONAL BUBBLES//MILDLY EXPLOSIVE PROCESSES//PRESENT VALUE MODEL
3 29558 VALUE FUNCTION ITERATION//PARAMETERIZED EXPECTATIONS ALGORITHM//PARAMETERIZED EXPECTATIONS
4 19053 INFLATION ILLUSION//PROXY HYPOTHESIS//REAL STOCK PRICES
5 7538 PRECAUTIONARY SAVING//EXCESS SENSITIVITY//PERMANENT INCOME HYPOTHESIS
6 18136 JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO
7 4711 TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES//EXPECTATIONS HYPOTHESIS
8 7755 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//INSURANCE MATHEMATICS & ECONOMICS
9 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
10 18950 RELATIVE CONSUMPTION//CONSUMPTION EXTERNALITIES//STATUS SEEKING

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