Class information for:
Level 1: DISTRIBUTION OF STOCK RETURNS//SKEWNESS ESTIMATION//BETA ESTIMATION

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
25415 1                   DISTRIBUTION OF STOCK RETURNS//SKEWNESS ESTIMATION//BETA ESTIMATION 305

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 DISTRIBUTION OF STOCK RETURNS authKW 206667 1% 100% 2
2 SKEWNESS ESTIMATION authKW 206667 1% 100% 2
3 BETA ESTIMATION authKW 137776 1% 67% 2
4 JOURNAL OF ECONOMICS AND BUSINESS journal 110184 7% 5% 20
5 4 STEP GENERALIZED LEAST SQUARES authKW 103333 0% 100% 1
6 AUTOCORRELATION IN RETURNS authKW 103333 0% 100% 1
7 AUTOREGRESSIVE BETA authKW 103333 0% 100% 1
8 AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC ARCH MODELS authKW 103333 0% 100% 1
9 BIVARIATE ORNSTEIN UHLENBECK PROCESS authKW 103333 0% 100% 1
10 BIVARIATE T GARCH authKW 103333 0% 100% 1

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 43207 56% 0% 171
2 Economics 10330 62% 0% 190
3 Business 602 9% 0% 26
4 Management 424 9% 0% 26
5 Social Sciences, Mathematical Methods 397 5% 0% 14
6 Operations Research & Management Science 249 7% 0% 21
7 Statistics & Probability 39 3% 0% 10
8 Planning & Development 22 1% 0% 4
9 Mathematics, Interdisciplinary Applications 13 2% 0% 6
10 Transportation 10 1% 0% 2

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 REGNSKAB 103333 0% 100% 1
2 GLOBAL FINANCE BANKING 25832 0% 25% 1
3 IIBFS 25832 0% 25% 1
4 MARKET STUDIES 20665 0% 20% 1
5 FINANCE DISCIPLINE 7511 1% 4% 2
6 JOHN L GROVE BUSINESS 5165 0% 5% 1
7 ECON FINANCE MKT 5111 1% 1% 4
8 FINANCE ACTUARIAL STUDIES PL STAT 4171 1% 2% 2
9 BUSINESS CAMDEN 4131 0% 4% 1
10 CONTABILIDAD FINANZAS 3561 0% 3% 1

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF ECONOMICS AND BUSINESS 110184 7% 5% 20
2 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 92812 12% 2% 37
3 ABACUS-A JOURNAL OF ACCOUNTING FINANCE AND BUSINESS STUDIES 73351 4% 5% 13
4 JOURNAL OF FINANCIAL RESEARCH 44524 4% 3% 13
5 AKRON BUSINESS AND ECONOMIC REVIEW 20569 2% 3% 7
6 QUARTERLY REVIEW OF ECONOMICS AND BUSINESS 15859 2% 2% 7
7 JOURNAL OF FINANCE 13494 7% 1% 20
8 HOUSING FINANCE REVIEW 10214 1% 3% 3
9 JOURNAL OF REAL ESTATE TAXATION 6355 1% 3% 2
10 QUARTERLY REVIEW OF ECONOMICS AND FINANCE 4763 1% 2% 3

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 DISTRIBUTION OF STOCK RETURNS 206667 1% 100% 2 Search DISTRIBUTION+OF+STOCK+RETURNS Search DISTRIBUTION+OF+STOCK+RETURNS
2 SKEWNESS ESTIMATION 206667 1% 100% 2 Search SKEWNESS+ESTIMATION Search SKEWNESS+ESTIMATION
3 BETA ESTIMATION 137776 1% 67% 2 Search BETA+ESTIMATION Search BETA+ESTIMATION
4 4 STEP GENERALIZED LEAST SQUARES 103333 0% 100% 1 Search 4+STEP+GENERALIZED+LEAST+SQUARES Search 4+STEP+GENERALIZED+LEAST+SQUARES
5 AUTOCORRELATION IN RETURNS 103333 0% 100% 1 Search AUTOCORRELATION+IN+RETURNS Search AUTOCORRELATION+IN+RETURNS
6 AUTOREGRESSIVE BETA 103333 0% 100% 1 Search AUTOREGRESSIVE+BETA Search AUTOREGRESSIVE+BETA
7 AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC ARCH MODELS 103333 0% 100% 1 Search AUTOREGRESSIVE+CONDITIONAL+HETEROSKEDASTIC+ARCH+MODELS Search AUTOREGRESSIVE+CONDITIONAL+HETEROSKEDASTIC+ARCH+MODELS
8 BIVARIATE ORNSTEIN UHLENBECK PROCESS 103333 0% 100% 1 Search BIVARIATE+ORNSTEIN+UHLENBECK+PROCESS Search BIVARIATE+ORNSTEIN+UHLENBECK+PROCESS
9 BIVARIATE T GARCH 103333 0% 100% 1 Search BIVARIATE+T+GARCH Search BIVARIATE+T+GARCH
10 COEFFICIENTS MODELS 103333 0% 100% 1 Search COEFFICIENTS+MODELS Search COEFFICIENTS+MODELS

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 17330 JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
2 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
3 28453 PRODUCT RECALL//PRODUCT HAZARD//4 FACTOR MODEL
4 34326 FLEXIBLE LEAST SQUARES//COEFFICIENT DRIVER//SATISFICING GAMES
5 14137 EXCHANGE RATE EXPOSURE//CORPORATE HEDGING//HEDGING
6 38767 ORDINAL CERTAINTY EQUIVALENT PREFERENCES//ANOMALOUS MARKET REACTION//AREA MIS POM
7 24784 MUNICIPAL BONDS//JOURNAL OF ACCOUNTING AND PUBLIC POLICY//BUILD AMERICA BONDS
8 5776 MUTUAL FUNDS//HEDGE FUNDS//MUTUAL FUND PERFORMANCE
9 38910 CUSTOS E AGRONEGOCIO//CUSTOS E AGRONEGOCIO ON LINE//ACTIVITY COFFEE
10 2288 MERGERS AND ACQUISITIONS//MERGERS//TAKEOVERS

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