Class information for:
Level 1: PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY

Basic class information
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
2 4 ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH 1996300
115 3       BUSINESS, FINANCE//ECONOMICS//JOURNAL OF BANKING & FINANCE 72270
34 2             BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS 33240
13252 1                   PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY 880

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 PREDICTIVE REGRESSION authKW 942827 4% 71% 37
2 STOCK RETURN PREDICTABILITY authKW 456759 3% 49% 26
3 RETURN PREDICTABILITY authKW 325188 4% 24% 38
4 DIVIDEND YIELD authKW 287770 2% 54% 15
5 DIVIDEND PRICE RATIO authKW 229201 1% 80% 8
6 INFLATION ILLUSION authKW 219353 1% 88% 7
7 DIVIDEND GROWTH authKW 184180 1% 86% 6
8 STOCK RETURNS authKW 150647 5% 10% 44
9 MACRO VARIABLES authKW 149220 1% 83% 5
10 PROXY HYPOTHESIS authKW 149220 1% 83% 5

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 126507 56% 1% 497
2 Economics 36670 69% 0% 607
3 Social Sciences, Mathematical Methods 3045 7% 0% 65
4 Business 591 5% 0% 45
5 Management 313 5% 0% 40
6 Mathematics, Interdisciplinary Applications 240 4% 0% 37
7 Statistics & Probability 122 3% 0% 30
8 International Relations 95 2% 0% 14
9 Urban Studies 47 1% 0% 8
10 Operations Research & Management Science 26 2% 0% 15

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCIAL ECONOMETR GRP 79024 1% 28% 8
2 BAKER LIB 367 35813 0% 100% 1
3 BUR 1112 35813 0% 100% 1
4 BUSINESS DRAKE CIRCUS 35813 0% 100% 1
5 C ITAL MARKETS ASSET ALLOCAT 35813 0% 100% 1
6 CARROLL OFMANAGEMENT 35813 0% 100% 1
7 CIENCIAS SOCAIS HUMANAS 35813 0% 100% 1
8 DEP AGR DEV 35813 0% 100% 1
9 DIRECT BANKING DECIS SCI 35813 0% 100% 1
10 ECON BUSINESS ECONOMETR 35813 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF PORTFOLIO MANAGEMENT 142903 8% 5% 74
2 FINANCIAL ANALYSTS JOURNAL 29929 2% 4% 21
3 JOURNAL OF BUSINESS 22482 3% 3% 23
4 JOURNAL OF FINANCE 21598 5% 1% 43
5 JOURNAL OF EMPIRICAL FINANCE 20816 2% 3% 19
6 JOURNAL OF FINANCIAL ECONOMICS 20095 4% 2% 37
7 REVIEW OF FINANCIAL STUDIES 16839 3% 2% 28
8 JOURNAL OF FINANCIAL ECONOMETRICS 15688 1% 4% 10
9 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 14648 3% 2% 25
10 FINANCE RESEARCH LETTERS 10374 1% 2% 13

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 PREDICTIVE REGRESSION 942827 4% 71% 37 Search PREDICTIVE+REGRESSION Search PREDICTIVE+REGRESSION
2 STOCK RETURN PREDICTABILITY 456759 3% 49% 26 Search STOCK+RETURN+PREDICTABILITY Search STOCK+RETURN+PREDICTABILITY
3 RETURN PREDICTABILITY 325188 4% 24% 38 Search RETURN+PREDICTABILITY Search RETURN+PREDICTABILITY
4 DIVIDEND YIELD 287770 2% 54% 15 Search DIVIDEND+YIELD Search DIVIDEND+YIELD
5 DIVIDEND PRICE RATIO 229201 1% 80% 8 Search DIVIDEND+PRICE+RATIO Search DIVIDEND+PRICE+RATIO
6 INFLATION ILLUSION 219353 1% 88% 7 Search INFLATION+ILLUSION Search INFLATION+ILLUSION
7 DIVIDEND GROWTH 184180 1% 86% 6 Search DIVIDEND+GROWTH Search DIVIDEND+GROWTH
8 STOCK RETURNS 150647 5% 10% 44 Search STOCK+RETURNS Search STOCK+RETURNS
9 MACRO VARIABLES 149220 1% 83% 5 Search MACRO+VARIABLES Search MACRO+VARIABLES
10 PROXY HYPOTHESIS 149220 1% 83% 5 Search PROXY+HYPOTHESIS Search PROXY+HYPOTHESIS

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.

Classes with closest relation at Level 1


rank cluster_id2 link
1 6785 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE
2 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
3 18103 RATIONAL BUBBLES//PERIODICALLY COLLAPSING BUBBLES//MILDLY EXPLOSIVE PROCESSES
4 22326 FISHER EFFECT//REAL INTEREST RATE//LONG RUN NEUTRALITY
5 14371 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TRADING RULES
6 4993 CONTAGION//VOLATILITY SPILLOVERS//DYNAMIC CONDITIONAL CORRELATION
7 8895 DYNAMIC FACTOR MODEL//FACTOR MODELS//INTERNATIONAL JOURNAL OF FORECASTING
8 12787 JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS//REAL ESTATE ECONOMICS//REITS
9 30417 SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS
10 26772 ECONOMIC POLICY UNCERTAINTY//UNCERTAINTY SHOCKS//POLITICAL UNCERTAINTY

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