Class information for:
Level 2: BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
144 23368 32.0 53%


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
452 1                   MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS 3424
1832 1                   BUSINESS, FINANCE//ASSET PRICING//VALUE PREMIUM 2469
1852 1                   GARCH//GARCH MODELS//VALUE AT RISK 2458
3582 1                   EQUITY PREMIUM//PREDICTIVE REGRESSION//ASSET PRICING 1951
4867 1                   JOURNAL OF FUTURES MARKETS//CONVENIENCE YIELD//FUTURES MARKETS 1711
5243 1                   MUTUAL FUNDS//HEDGE FUNDS//BUSINESS, FINANCE 1652
5363 1                   CONTAGION//STOCK MARKET INTEGRATION//VOLATILITY SPILLOVERS 1634
7014 1                   HIGH FREQUENCY DATA//REALIZED VOLATILITY//MICROSTRUCTURE NOISE 1416
8707 1                   HETEROGENEOUS EXPECTATIONS//CENDEF//COBWEB MODEL 1226
13500 1                   CROSS LISTING//HOME BIAS//INTERNATIONAL CROSS LISTING 832
16650 1                   TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING 643
16859 1                   HERDING//INFORMATIONAL CASCADES//HERD BEHAVIOR 631
17536 1                   PREDICTION MARKETS//EXPERIMENTAL ASSET MARKETS//ASSET MARKETS 594
17806 1                   RATIONAL BUBBLES//MILDLY EXPLOSIVE PROCESSES//PRESENT VALUE MODEL 581
18136 1                   JOURNAL OF PORTFOLIO MANAGEMENT//ESTIMATION RISK//MINIMUM VARIANCE PORTFOLIO 564
18381 1                   JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES 554
20287 1                   DISPOSITION EFFECT//OVERCONFIDENCE//INDIVIDUAL INVESTORS 467
25671 1                   SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST 275
31821 1                   FINANCIAL TRANSACTION TAX//TOBIN TAX//TRANSACTION TAX 147
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 BUSINESS, FINANCE WoSSC 2422880 48% 17% 11174
2 JOURNAL OF FUTURES MARKETS journal 937122 5% 65% 1110
3 ECONOMICS WoSSC 749151 61% 4% 14146
4 JOURNAL OF PORTFOLIO MANAGEMENT journal 510029 3% 54% 728
5 FINANCE address 509268 8% 21% 1851
6 JOURNAL OF FINANCE journal 494775 5% 35% 1072
7 ASSET PRICING authKW 341291 2% 60% 439
8 JOURNAL OF BANKING & FINANCE journal 313158 4% 23% 1028
9 REVIEW OF FINANCIAL STUDIES journal 311635 3% 39% 617
10 JOURNAL OF FINANCIAL ECONOMICS journal 289592 3% 31% 727

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 2422880 48% 17% 11174
2 Economics 749151 61% 4% 14146
3 Social Sciences, Mathematical Methods 92794 8% 4% 1848
4 Statistics & Probability 27091 9% 1% 2044
5 Mathematics, Interdisciplinary Applications 18350 7% 1% 1582
6 Agricultural Economics & Policy 9282 1% 2% 342
7 Business 8471 4% 1% 889
8 Management 6748 4% 1% 962
9 International Relations 2036 1% 1% 335
10 Operations Research & Management Science 2025 3% 0% 603

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 509268 8% 21% 1851
2 ECON 135825 14% 3% 3309
3 BANKING FINANCE 89132 1% 24% 284
4 ACCOUNTING FINANCE 77037 2% 17% 358
5 BUSINESS 69578 7% 4% 1535
6 ECON FINANCE 61622 2% 10% 483
7 CREATES 40509 0% 42% 74
8 CENDEF 35825 0% 50% 55
9 BUSINESS ADM 28893 3% 3% 765
10 STERN BUSINESS 22334 1% 10% 168

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 FUTURES MARKETS 937122 5% 65% 1110
2 JOURNAL OF PORTFOLIO MANAGEMENT 510029 3% 54% 728
3 JOURNAL OF FINANCE 494775 5% 35% 1072
4 JOURNAL OF BANKING & FINANCE 313158 4% 23% 1028
5 REVIEW OF FINANCIAL STUDIES 311635 3% 39% 617
6 JOURNAL OF FINANCIAL ECONOMICS 289592 3% 31% 727
7 JOURNAL OF FINANCIAL MARKETS 280466 1% 80% 270
8 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 252334 2% 36% 533
9 JOURNAL OF EMPIRICAL FINANCE 222421 1% 54% 316
10 FINANCIAL ANALYSTS JOURNAL 162857 1% 50% 248

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 341291 2% 60% 439 Search ASSET+PRICING Search ASSET+PRICING
2 MUTUAL FUNDS 267095 1% 72% 283 Search MUTUAL+FUNDS Search MUTUAL+FUNDS
3 HIGH FREQUENCY DATA 235671 1% 70% 260 Search HIGH+FREQUENCY+DATA Search HIGH+FREQUENCY+DATA
4 MARKET MICROSTRUCTURE 231258 1% 72% 247 Search MARKET+MICROSTRUCTURE Search MARKET+MICROSTRUCTURE
5 GARCH 228787 2% 49% 361 Search GARCH Search GARCH
6 LIQUIDITY 219030 2% 45% 370 Search LIQUIDITY Search LIQUIDITY
7 REALIZED VOLATILITY 197114 1% 76% 199 Search REALIZED+VOLATILITY Search REALIZED+VOLATILITY
8 VOLATILITY 194866 2% 31% 488 Search VOLATILITY Search VOLATILITY
9 MARKET EFFICIENCY 181464 1% 43% 322 Search MARKET+EFFICIENCY Search MARKET+EFFICIENCY
10 G12 123865 1% 49% 196 Search G12 Search G12

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 HARVEY, CR , LIU, Y , ZHU, HQ , (2016) ... AND THE CROSS-SECTION OF EXPECTED RETURNS.REVIEW OF FINANCIAL STUDIES. VOL. 29. ISSUE 1. P. 5 -68 164 59% 9
2 NAGEL, S , (2013) EMPIRICAL CROSS-SECTIONAL ASSET PRICING.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 5. VOL. 5. ISSUE . P. 167-199 120 88% 4
3 GETMANSKY, M , LEE, PA , LO, AW , (2015) HEDGE FUNDS: A DYNAMIC INDUSTRY IN TRANSITION.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 7. VOL. 7. ISSUE . P. 483 -577 110 92% 0
4 BIAIS, B , GLOSTEN, L , SPATT, C , (2005) MARKET MICROSTRUCTURE: A SURVEY OF MICROFOUNDATIONS, EMPIRICAL RESULTS, AND POLICY IMPLICATIONS.JOURNAL OF FINANCIAL MARKETS. VOL. 8. ISSUE 2. P. 217-264 121 92% 71
5 ASNESS, CS , MOSKOWITZ, TJ , PEDERSEN, LH , (2013) VALUE AND MOMENTUM EVERYWHERE.JOURNAL OF FINANCE. VOL. 68. ISSUE 3. P. 929-985 57 93% 140
6 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 -168 102 80% 0
7 HIRSHLEIFER, D , (2001) INVESTOR PSYCHOLOGY AND ASSET PRICING.JOURNAL OF FINANCE. VOL. 56. ISSUE 4. P. 1533 -1597 154 53% 361
8 JACOBS, H , (2015) WHAT EXPLAINS THE DYNAMICS OF 100 ANOMALIES?.JOURNAL OF BANKING & FINANCE. VOL. 57. ISSUE . P. 65 -85 102 74% 5
9 STAMBAUGH, RF , YU, JF , YUAN, Y , (2015) ARBITRAGE ASYMMETRY AND THE IDIOSYNCRATIC VOLATILITY PUZZLE.JOURNAL OF FINANCE. VOL. 70. ISSUE 5. P. 1903 -1948 73 86% 16
10 CHRISTOFFERSEN, SEK , MUSTO, DK , WERMERS, R , (2014) INVESTOR FLOWS TO ASSET MANAGERS: CAUSES AND CONSEQUENCES.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 6. VOL. 6. ISSUE . P. 289 -310 84 92% 4

Classes with closest relation at Level 2


Rank Class id link
1 755 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS
2 2442 OIL PRICES//ENERGY ECONOMICS//OIL PRICE SHOCKS
3 40 BUSINESS, FINANCE//CORPORATE GOVERNANCE//JOURNAL OF BANKING & FINANCE
4 15 ECONOMICS//MONETARY POLICY//ECON
5 3881 ECONOMIC POLICY UNCERTAINTY//POLITICAL RISK//POLITICAL UNCERTAINTY
6 3115 IST SCI ECON//DUOPOLY GAMES//NONINVERTIBLE MAPS
7 1673 COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING
8 2809 FUZZY TIME SERIES//JOURNAL OF GREY SYSTEM//GM1 1 MODEL
9 1151 ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//DETRENDED FLUCTUATION ANALYSIS
10 189 STATISTICS & PROBABILITY//NONPARAMETRIC REGRESSION//ANNALS OF STATISTICS

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