Class information for: |
Basic class information |
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 |
| 2403 | 1 | BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING | 2293 |
Terms with highest relevance score |
| rank | Category | termType | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|---|
| 1 | BUSINESS, FINANCE | WoSSC | 553758 | 73% | 2% | 1677 |
| 2 | VALUE PREMIUM | authKW | 492696 | 2% | 81% | 44 |
| 3 | ASSET PRICING | authKW | 472719 | 7% | 21% | 163 |
| 4 | MOMENTUM | authKW | 440322 | 5% | 26% | 123 |
| 5 | IDIOSYNCRATIC VOLATILITY | authKW | 378762 | 2% | 66% | 42 |
| 6 | CAPM | authKW | 350861 | 3% | 35% | 72 |
| 7 | CROSS SECTION OF STOCK RETURNS | authKW | 316887 | 1% | 82% | 28 |
| 8 | JOURNAL OF PORTFOLIO MANAGEMENT | journal | 272615 | 7% | 12% | 165 |
| 9 | BOOK TO MARKET | authKW | 263633 | 1% | 71% | 27 |
| 10 | JOURNAL OF FINANCE | journal | 235561 | 10% | 7% | 229 |
Web of Science journal categories |
| chi_square_rank | Category | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | Business, Finance | 553758 | 73% | 2% | 1677 |
| 2 | Economics | 74006 | 61% | 0% | 1395 |
| 3 | Social Sciences, Mathematical Methods | 2913 | 5% | 0% | 104 |
| 4 | Business | 1677 | 5% | 0% | 122 |
| 5 | Management | 761 | 4% | 0% | 101 |
| 6 | Mathematics, Interdisciplinary Applications | 383 | 3% | 0% | 78 |
| 7 | International Relations | 289 | 2% | 0% | 39 |
| 8 | Operations Research & Management Science | 173 | 2% | 0% | 56 |
| 9 | Statistics & Probability | 67 | 2% | 0% | 43 |
| 10 | Urban Studies | 57 | 1% | 0% | 15 |
Address terms |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | FINANCE | 121213 | 13% | 3% | 288 |
| 2 | AREA FINANCE | 49470 | 0% | 60% | 6 |
| 3 | ACCOUNTING FINANCE | 44631 | 4% | 4% | 87 |
| 4 | MENDOZA BUSINESS 239 | 41229 | 0% | 100% | 3 |
| 5 | GLOBAL QUANTITAT | 30920 | 0% | 75% | 3 |
| 6 | EAFE GLOBAL ACT EQU STRATEGIES | 27486 | 0% | 100% | 2 |
| 7 | GLOBAL ACT EQU | 27486 | 0% | 100% | 2 |
| 8 | INVESTMENT C ITAL MARKETS | 24735 | 0% | 60% | 3 |
| 9 | AMOS TUCK BUSINESS | 22898 | 0% | 33% | 5 |
| 10 | EQUITY | 18323 | 0% | 67% | 2 |
Journals |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass |
|---|---|---|---|---|---|
| 1 | JOURNAL OF PORTFOLIO MANAGEMENT | 272615 | 7% | 12% | 165 |
| 2 | JOURNAL OF FINANCE | 235561 | 10% | 7% | 229 |
| 3 | JOURNAL OF FINANCIAL ECONOMICS | 126916 | 7% | 6% | 150 |
| 4 | FINANCIAL ANALYSTS JOURNAL | 100134 | 3% | 12% | 62 |
| 5 | REVIEW OF FINANCIAL STUDIES | 82502 | 4% | 6% | 100 |
| 6 | JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 81260 | 4% | 6% | 95 |
| 7 | JOURNAL OF BANKING & FINANCE | 80123 | 7% | 4% | 162 |
| 8 | PACIFIC-BASIN FINANCE JOURNAL | 67080 | 2% | 10% | 47 |
| 9 | JOURNAL OF EMPIRICAL FINANCE | 62168 | 2% | 9% | 53 |
| 10 | INVESTMENT ANALYSTS JOURNAL | 57207 | 1% | 18% | 23 |
Author Key Words |
| chi_square_rank | term | chi_square | shrOfCwithTerm | shrOfTermInClass | termInClass | LCSH search | Wikipedia search |
|---|---|---|---|---|---|---|---|
| 1 | VALUE PREMIUM | 492696 | 2% | 81% | 44 | Search VALUE+PREMIUM | Search VALUE+PREMIUM |
| 2 | ASSET PRICING | 472719 | 7% | 21% | 163 | Search ASSET+PRICING | Search ASSET+PRICING |
| 3 | MOMENTUM | 440322 | 5% | 26% | 123 | Search MOMENTUM | Search MOMENTUM |
| 4 | IDIOSYNCRATIC VOLATILITY | 378762 | 2% | 66% | 42 | Search IDIOSYNCRATIC+VOLATILITY | Search IDIOSYNCRATIC+VOLATILITY |
| 5 | CAPM | 350861 | 3% | 35% | 72 | Search CAPM | Search CAPM |
| 6 | CROSS SECTION OF STOCK RETURNS | 316887 | 1% | 82% | 28 | Search CROSS+SECTION+OF+STOCK+RETURNS | Search CROSS+SECTION+OF+STOCK+RETURNS |
| 7 | BOOK TO MARKET | 263633 | 1% | 71% | 27 | Search BOOK+TO+MARKET | Search BOOK+TO+MARKET |
| 8 | MOMENTUM EFFECT | 185164 | 1% | 84% | 16 | Search MOMENTUM+EFFECT | Search MOMENTUM+EFFECT |
| 9 | BOOK TO MARKET EFFECT | 164916 | 1% | 100% | 12 | Search BOOK+TO+MARKET+EFFECT | Search BOOK+TO+MARKET+EFFECT |
| 10 | OVERREACTION | 160596 | 1% | 39% | 30 | Search OVERREACTION | Search OVERREACTION |
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 |