Class information for:
Level 1: BUSINESS, FINANCE//MARKET MICROSTRUCTURE//LIQUIDITY

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
708 1                   BUSINESS, FINANCE//MARKET MICROSTRUCTURE//LIQUIDITY 3167

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BUSINESS, FINANCE WoSSC 795465 75% 3% 2362
2 MARKET MICROSTRUCTURE authKW 793608 5% 47% 169
3 LIQUIDITY authKW 763794 8% 30% 257
4 JOURNAL OF FINANCIAL MARKETS journal 742395 5% 46% 163
5 JOURNAL OF FUTURES MARKETS journal 734600 11% 21% 360
6 BID ASK SPREAD authKW 591418 3% 56% 106
7 PRICE DISCOVERY authKW 504863 3% 50% 101
8 ORDER FLOW authKW 404053 2% 71% 57
9 INFORMED TRADING authKW 360769 2% 58% 62
10 MARKET QUALITY authKW 230241 1% 64% 36

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 795465 75% 3% 2362
2 Economics 88878 57% 1% 1799
3 Social Sciences, Mathematical Methods 2489 4% 0% 114
4 Business 1460 4% 0% 136
5 Mathematics, Interdisciplinary Applications 373 3% 0% 93
6 International Relations 353 2% 0% 51
7 Management 278 2% 0% 79
8 Operations Research & Management Science 37 1% 0% 40
9 Statistics & Probability 36 1% 0% 44
10 Agricultural Economics & Policy 35 0% 0% 9

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE 165083 12% 4% 395
2 FINANCE MANAGERIAL ECON 49392 0% 41% 12
3 STUDY SECUR MARKETS 39799 0% 100% 4
4 BANKING FINANCE 31868 2% 5% 64
5 MOE PL STAT 29849 0% 100% 3
6 FINANCE DISCIPLINE 26032 0% 22% 12
7 ACCOUNTING FINANCE 21463 2% 3% 71
8 BUSINESS 20804 10% 1% 313
9 GTAA FUND 19900 0% 100% 2
10 INTL BUSINESS 19900 0% 100% 2

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF FINANCIAL MARKETS 742395 5% 46% 163
2 JOURNAL OF FUTURES MARKETS 734600 11% 21% 360
3 JOURNAL OF FINANCE 214714 8% 8% 257
4 REVIEW OF FINANCIAL STUDIES 152969 5% 10% 160
5 JOURNAL OF BANKING & FINANCE 116947 7% 5% 230
6 JOURNAL OF FINANCIAL ECONOMICS 113835 5% 7% 167
7 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 98612 4% 8% 123
8 ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES 80501 2% 15% 54
9 JOURNAL OF FINANCIAL INTERMEDIATION 49108 2% 10% 48
10 JOURNAL OF EMPIRICAL FINANCE 46698 2% 9% 54

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 MARKET MICROSTRUCTURE 793608 5% 47% 169 Search MARKET+MICROSTRUCTURE Search MARKET+MICROSTRUCTURE
2 LIQUIDITY 763794 8% 30% 257 Search LIQUIDITY Search LIQUIDITY
3 BID ASK SPREAD 591418 3% 56% 106 Search BID+ASK+SPREAD Search BID+ASK+SPREAD
4 PRICE DISCOVERY 504863 3% 50% 101 Search PRICE+DISCOVERY Search PRICE+DISCOVERY
5 ORDER FLOW 404053 2% 71% 57 Search ORDER+FLOW Search ORDER+FLOW
6 INFORMED TRADING 360769 2% 58% 62 Search INFORMED+TRADING Search INFORMED+TRADING
7 MARKET QUALITY 230241 1% 64% 36 Search MARKET+QUALITY Search MARKET+QUALITY
8 LIMIT ORDER BOOK 221611 1% 52% 43 Search LIMIT+ORDER+BOOK Search LIMIT+ORDER+BOOK
9 INFORMATION SHARE 203809 1% 79% 26 Search INFORMATION+SHARE Search INFORMATION+SHARE
10 TRADING COSTS 172680 1% 64% 27 Search TRADING+COSTS Search TRADING+COSTS

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 23307 SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST
2 31167 PRICE LIMITS//MAGNET EFFECT//PRICE LIMIT
3 11276 DISPOSITION EFFECT//INDIVIDUAL INVESTORS//HOME BIAS
4 22603 CROSS LISTING//BONDING HYPOTHESIS//INTERNATIONAL CROSS LISTING
5 17330 JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES
6 18691 INSIDER TRADING//SECURITIES REGULATION LAW JOURNAL//DIRECTORS DEALINGS
7 29871 FINANCIAL TRANSACTION TAX//TOBIN TAX//TRANSACTION TAX
8 2403 BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING
9 16097 INVESTOR SENTIMENT//CLOSED END FUNDS//BITCOIN
10 38767 ORDINAL CERTAINTY EQUIVALENT PREFERENCES//ANOMALOUS MARKET REACTION//AREA MIS POM

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