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

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
6785 1                   EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE 1469

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 EQUITY PREMIUM authKW 917720 5% 58% 74
2 LONG RUN RISK authKW 478854 2% 89% 25
3 EQUITY PREMIUM PUZZLE authKW 319143 2% 55% 27
4 ASSET PRICING authKW 300383 7% 13% 104
5 CCAPM authKW 238771 1% 70% 16
6 VALUE FUNCTION ITERATION authKW 213261 1% 76% 13
7 RECURSIVE UTILITY authKW 182777 2% 30% 28
8 RECURSIVE PREFERENCES authKW 172376 1% 54% 15
9 JOURNAL OF ECONOMIC DYNAMICS & CONTROL journal 163292 10% 5% 152
10 RARE DISASTERS authKW 162231 1% 69% 11

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Economics 106768 91% 0% 1333
2 Business, Finance 67080 32% 1% 469
3 Social Sciences, Mathematical Methods 14542 12% 0% 182
4 Mathematics, Interdisciplinary Applications 2382 10% 0% 140
5 Statistics & Probability 1078 7% 0% 104
6 Management 141 3% 0% 38
7 Operations Research & Management Science 53 2% 0% 27
8 Agricultural Economics & Policy 25 0% 0% 5
9 Business 20 1% 0% 15
10 International Relations 2 0% 0% 5

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 ECON 23449 23% 0% 345
2 CIMF CREMIC 21453 0% 100% 1
3 DIPARTIMENTO MATEMAT DEC ECON FINANZ ASS 21453 0% 100% 1
4 ECON EDUC CERGE EI 21453 0% 100% 1
5 ECON H8 33 21453 0% 100% 1
6 FINANCE CONSUMPT CHAIR 21453 0% 100% 1
7 FINANCE CREDIT MARKETS CFCM 21453 0% 100% 1
8 FINANCIAL STUDIES CFS 21453 0% 100% 1
9 HEC ISA 21453 0% 100% 1
10 INVESTORS GRP CHAIR FINANCIAL PLANNING 21453 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF ECONOMIC DYNAMICS & CONTROL 163292 10% 5% 152
2 REVIEW OF FINANCIAL STUDIES 74411 5% 5% 76
3 JOURNAL OF MONETARY ECONOMICS 55826 5% 3% 75
4 JOURNAL OF FINANCE 40426 5% 2% 76
5 REVIEW OF ECONOMIC DYNAMICS 38524 2% 5% 35
6 COMPUTATIONAL ECONOMICS 21910 1% 5% 22
7 QUANTITATIVE ECONOMICS 21283 1% 8% 12
8 MACROECONOMIC DYNAMICS 17780 2% 3% 27
9 ECONOMICS LETTERS 17228 6% 1% 89
10 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 16307 2% 2% 33

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 EQUITY PREMIUM 917720 5% 58% 74 Search EQUITY+PREMIUM Search EQUITY+PREMIUM
2 LONG RUN RISK 478854 2% 89% 25 Search LONG+RUN+RISK Search LONG+RUN+RISK
3 EQUITY PREMIUM PUZZLE 319143 2% 55% 27 Search EQUITY+PREMIUM+PUZZLE Search EQUITY+PREMIUM+PUZZLE
4 ASSET PRICING 300383 7% 13% 104 Search ASSET+PRICING Search ASSET+PRICING
5 CCAPM 238771 1% 70% 16 Search CCAPM Search CCAPM
6 VALUE FUNCTION ITERATION 213261 1% 76% 13 Search VALUE+FUNCTION+ITERATION Search VALUE+FUNCTION+ITERATION
7 RECURSIVE UTILITY 182777 2% 30% 28 Search RECURSIVE+UTILITY Search RECURSIVE+UTILITY
8 RECURSIVE PREFERENCES 172376 1% 54% 15 Search RECURSIVE+PREFERENCES Search RECURSIVE+PREFERENCES
9 RARE DISASTERS 162231 1% 69% 11 Search RARE+DISASTERS Search RARE+DISASTERS
10 HABIT FORMATION 160447 3% 20% 38 Search HABIT+FORMATION Search HABIT+FORMATION

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 13252 PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY
2 5418 PRECAUTIONARY SAVING//PERMANENT INCOME HYPOTHESIS//EXCESS SENSITIVITY
3 18103 RATIONAL BUBBLES//PERIODICALLY COLLAPSING BUBBLES//MILDLY EXPLOSIVE PROCESSES
4 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
5 16030 OVERLAPPING GENERATIONS//IST POLIT ECON//DYNAMIC INEFFICIENCY
6 19059 RELATIVE CONSUMPTION//CONSUMPTION EXTERNALITIES//STATUS SEEKING
7 6501 OPTIMAL INVESTMENT//PROPORTIONAL REINSURANCE//HAMILTON JACOBI BELLMAN EQUATION
8 26772 ECONOMIC POLICY UNCERTAINTY//UNCERTAINTY SHOCKS//POLITICAL UNCERTAINTY
9 12044 TURNPIKE PROPERTY//INFINITE HORIZON PROBLEMS//GOOD FUNCTION
10 7139 CARRY TRADE//UNCOVERED INTEREST PARITY//FORWARD PREMIUM PUZZLE

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