Class information for:
Level 1: EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
7158 1322 31.2 54%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1414 7525 JOURNAL OF ECONOMIC DYNAMICS & CONTROL//INDETERMINACY//JOURNAL OF ECONOMIC THEORY

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 EQUITY PREMIUM Author keyword 51 55% 5% 63
2 LONG RUN RISK Author keyword 31 92% 1% 12
3 EQUITY PREMIUM PUZZLE Author keyword 22 55% 2% 27
4 PARAMETERIZED EXPECTATIONS ALGORITHM Author keyword 12 86% 0% 6
5 ASSET PRICING Author keyword 11 12% 6% 85
6 RECURSIVE UTILITY Author keyword 10 32% 2% 25
7 CCAPM Author keyword 9 64% 1% 9
8 COST OF BUSINESS CYCLES Author keyword 9 83% 0% 5
9 PARAMETERIZED EXPECTATIONS Author keyword 9 83% 0% 5
10 HABIT FORMATION Author keyword 7 19% 3% 34

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 EQUITY PREMIUM 51 55% 5% 63 Search EQUITY+PREMIUM Search EQUITY+PREMIUM
2 LONG RUN RISK 31 92% 1% 12 Search LONG+RUN+RISK Search LONG+RUN+RISK
3 EQUITY PREMIUM PUZZLE 22 55% 2% 27 Search EQUITY+PREMIUM+PUZZLE Search EQUITY+PREMIUM+PUZZLE
4 PARAMETERIZED EXPECTATIONS ALGORITHM 12 86% 0% 6 Search PARAMETERIZED+EXPECTATIONS+ALGORITHM Search PARAMETERIZED+EXPECTATIONS+ALGORITHM
5 ASSET PRICING 11 12% 6% 85 Search ASSET+PRICING Search ASSET+PRICING
6 RECURSIVE UTILITY 10 32% 2% 25 Search RECURSIVE+UTILITY Search RECURSIVE+UTILITY
7 CCAPM 9 64% 1% 9 Search CCAPM Search CCAPM
8 COST OF BUSINESS CYCLES 9 83% 0% 5 Search COST+OF+BUSINESS+CYCLES Search COST+OF+BUSINESS+CYCLES
9 PARAMETERIZED EXPECTATIONS 9 83% 0% 5 Search PARAMETERIZED+EXPECTATIONS Search PARAMETERIZED+EXPECTATIONS
10 HABIT FORMATION 7 19% 3% 34 Search HABIT+FORMATION Search HABIT+FORMATION

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 EQUITY PREMIUM 103 38% 16% 214
2 EQUITY PREMIUM PUZZLE 98 60% 8% 107
3 TEMPORAL BEHAVIOR 45 32% 9% 118
4 HETEROGENEOUS CONSUMERS 33 72% 2% 26
5 ASSET RETURNS 29 21% 9% 125
6 STOCHASTIC CONSUMPTION 28 54% 3% 36
7 RISK FREE RATE 27 70% 2% 23
8 INTERTEMPORAL SUBSTITUTION 26 31% 5% 72
9 HABIT FORMATION 24 21% 8% 100
10 ASSET PRICING PUZZLES 21 90% 1% 9

Journals

Reviews


Title Publ. year Cit. Active references % act. ref.
to same field
Rational asset prices 2002 37 55 64%
Quantitative Macroeconomics with Heterogeneous Households 2009 28 118 28%
Learning in Financial Markets 2009 23 93 22%
Incomplete information equilibria: Separation theorems and other myths 2007 9 56 38%
A theoretical and practical perspective on the equity risk premium 2008 2 65 49%
Review Essay on Charles F. Manski's Public Policy in an Uncertain World: Analysis and Decisions 2014 0 2 50%
REVIEW ARTICLE OF DEVOLDERS FINANCE STOCHASTIQUE 1994 0 2 50%

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 ECON EDUC ECON 1 50% 0.1% 1
2 FINANCE MANAGEMENT CEREFIM 1 50% 0.1% 1
3 INT FINANCIAL SYST 1 50% 0.1% 1
4 KGSM 1 50% 0.1% 1
5 RECH ECON FINANCE PL 1 50% 0.1% 1
6 SUPERVIS POLICY 1 50% 0.1% 1
7 UFR SCI SOCIALES GEST 1 50% 0.1% 1
8 UNTERNEHMENSRECHNUNG FINANZIERUNG BESTEUER 1 50% 0.1% 1
9 FED ERVE BANK CHICAGO 1 22% 0.2% 2
10 SBF 1 22% 0.2% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000209082 EXCESS SENSITIVITY//PRECAUTIONARY SAVING//PERMANENT INCOME HYPOTHESIS
2 0.0000165561 RATIONAL BUBBLES//INTRINSIC BUBBLES//PERIODICALLY COLLAPSING BUBBLES
3 0.0000162277 VALUE PREMIUM//JOURNAL OF PORTFOLIO MANAGEMENT//CROSS SECTION OF STOCK RETURNS
4 0.0000122226 DYNAMIC CONTRACTS//OPTIMAL TAXATION//TAX SMOOTHING
5 0.0000121095 LOCAL INDETERMINACY//SECTOR SPECIFIC EXTERNALITIES//INDETERMINACY
6 0.0000116485 RELATIVE CONSUMPTION//CONSUMPTION EXTERNALITIES//STATUS SEEKING
7 0.0000115446 DISPOSITION EFFECT//HOME BIAS//INDIVIDUAL INVESTORS
8 0.0000110802 IST POLIT ECON//RATIONAL BELIEFS//OVERLAPPING GENERATIONS
9 0.0000109369 STRATEGIC MARKET GAMES//INCOMPLETE MARKETS//RESTRICTED PARTICIPATION
10 0.0000094519 INFLATION ILLUSION//PROXY HYPOTHESIS//FISHER HYPOTHESIS