Class information for:
Level 2: BUSINESS, FINANCE//ECONOMICS//JOURNAL OF FUTURES MARKETS

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
90 1                   JOURNAL OF ACCOUNTING & ECONOMICS//JOURNAL OF ACCOUNTING RESEARCH//BUSINESS, FINANCE 4507
708 1                   BUSINESS, FINANCE//MARKET MICROSTRUCTURE//LIQUIDITY 3167
1003 1                   REALIZED VOLATILITY//HIGH FREQUENCY DATA//VALUE AT RISK 2939
2403 1                   BUSINESS, FINANCE//VALUE PREMIUM//ASSET PRICING 2293
4583 1                   OIL PRICES//OIL PRICE SHOCKS//ENERGY ECONOMICS 1787
4993 1                   CONTAGION//VOLATILITY SPILLOVERS//DYNAMIC CONDITIONAL CORRELATION 1718
5045 1                   JOURNAL OF FUTURES MARKETS//FUTURES MARKETS//HEDGE RATIO 1710
5121 1                   INITIAL PUBLIC OFFERINGS//UNDERPRICING//IPO 1699
5776 1                   MUTUAL FUNDS//HEDGE FUNDS//MUTUAL FUND PERFORMANCE 1606
6785 1                   EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE 1469
8612 1                   PAYOUT POLICY//DIVIDENDS//SHARE REPURCHASES 1267
11276 1                   DISPOSITION EFFECT//INDIVIDUAL INVESTORS//HOME BIAS 1022
11419 1                   CENDEF//COBWEB MODEL//HETEROGENEOUS EXPECTATIONS 1010
13252 1                   PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY 880
14371 1                   TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TRADING RULES 805
15330 1                   PREDICTION MARKETS//EXPERIMENTAL ASSET MARKETS//ASSET MARKETS 744
16097 1                   INVESTOR SENTIMENT//CLOSED END FUNDS//BITCOIN 700
16165 1                   JOURNAL OF PORTFOLIO MANAGEMENT//FINANCIAL ANALYSTS JOURNAL//MINIMUM VARIANCE PORTFOLIO 696
17330 1                   JANUARY EFFECT//DAY OF THE WEEK EFFECT//CALENDAR ANOMALIES 633
18103 1                   RATIONAL BUBBLES//PERIODICALLY COLLAPSING BUBBLES//MILDLY EXPLOSIVE PROCESSES 593
22603 1                   CROSS LISTING//BONDING HYPOTHESIS//INTERNATIONAL CROSS LISTING 398
23307 1                   SHORT SELLING//SHORT SALE CONSTRAINTS//SHORT INTEREST 373
25415 1                   DISTRIBUTION OF STOCK RETURNS//SKEWNESS ESTIMATION//BETA ESTIMATION 305
26772 1                   ECONOMIC POLICY UNCERTAINTY//UNCERTAINTY SHOCKS//POLITICAL UNCERTAINTY 266
28094 1                   MULTIPLE WAVELET COHERENCY//PARTIAL WAVELET COHERENCY//PRODUCER PRICE INDEX 234
29871 1                   FINANCIAL TRANSACTION TAX//TOBIN TAX//TRANSACTION TAX 194
31167 1                   PRICE LIMITS//MAGNET EFFECT//PRICE LIMIT 171
38767 1                   ORDINAL CERTAINTY EQUIVALENT PREFERENCES//ANOMALOUS MARKET REACTION//AREA MIS POM 54

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BUSINESS, FINANCE WoSSC 4520403 55% 26% 18261
2 ECONOMICS WoSSC 906240 56% 5% 18616
3 JOURNAL OF FUTURES MARKETS journal 756724 4% 68% 1185
4 FINANCE address 652518 8% 27% 2548
5 JOURNAL OF FINANCE journal 634682 4% 47% 1433
6 JOURNAL OF PORTFOLIO MANAGEMENT journal 499151 3% 62% 851
7 JOURNAL OF FINANCIAL ECONOMICS journal 423027 3% 43% 1044
8 JOURNAL OF BANKING & FINANCE journal 370271 4% 30% 1328
9 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS journal 356192 2% 50% 758
10 REVIEW OF FINANCIAL STUDIES journal 318556 2% 45% 749

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 4520403 55% 26% 18261
2 Economics 906240 56% 5% 18616
3 Social Sciences, Mathematical Methods 64837 6% 4% 1856
4 Business 20956 5% 2% 1650
5 Management 13341 5% 1% 1595
6 Mathematics, Interdisciplinary Applications 10619 5% 1% 1499
7 Agricultural Economics & Policy 8167 1% 2% 386
8 Statistics & Probability 6882 4% 1% 1340
9 International Relations 2595 1% 1% 458
10 Operations Research & Management Science 1795 2% 0% 712

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 FINANCE 652518 8% 27% 2548
2 ACCOUNTING FINANCE 168593 2% 28% 645
3 ECON 135139 12% 4% 3995
4 BUSINESS 131062 8% 6% 2556
5 BANKING FINANCE 111268 1% 30% 388
6 ACCOUNTING 84566 1% 19% 487
7 ECON FINANCE 83713 2% 13% 681
8 BUSINESS ADM 53746 4% 5% 1256
9 ACCOUNTANCY 38701 1% 21% 200
10 CREATES 36355 0% 44% 88

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF FUTURES MARKETS 756724 4% 68% 1185
2 JOURNAL OF FINANCE 634682 4% 47% 1433
3 JOURNAL OF PORTFOLIO MANAGEMENT 499151 3% 62% 851
4 JOURNAL OF FINANCIAL ECONOMICS 423027 3% 43% 1044
5 JOURNAL OF BANKING & FINANCE 370271 4% 30% 1328
6 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 356192 2% 50% 758
7 REVIEW OF FINANCIAL STUDIES 318556 2% 45% 749
8 JOURNAL OF ACCOUNTING & ECONOMICS 292644 2% 58% 535
9 JOURNAL OF ACCOUNTING RESEARCH 262259 2% 47% 586
10 JOURNAL OF FINANCIAL MARKETS 245534 1% 85% 304

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 ASSET PRICING 292712 1% 63% 489 Search ASSET+PRICING Search ASSET+PRICING
2 MARKET EFFICIENCY 260776 1% 60% 461 Search MARKET+EFFICIENCY Search MARKET+EFFICIENCY
3 MUTUAL FUNDS 222321 1% 75% 312 Search MUTUAL+FUNDS Search MUTUAL+FUNDS
4 OIL PRICES 218906 1% 66% 353 Search OIL+PRICES Search OIL+PRICES
5 LIQUIDITY 206800 1% 50% 434 Search LIQUIDITY Search LIQUIDITY
6 EARNINGS MANAGEMENT 200811 1% 57% 372 Search EARNINGS+MANAGEMENT Search EARNINGS+MANAGEMENT
7 VOLATILITY 184917 2% 34% 574 Search VOLATILITY Search VOLATILITY
8 GARCH 177757 1% 49% 381 Search GARCH Search GARCH
9 STOCK RETURNS 172771 1% 63% 290 Search STOCK+RETURNS Search STOCK+RETURNS
10 REALIZED VOLATILITY 172509 1% 81% 226 Search REALIZED+VOLATILITY Search REALIZED+VOLATILITY

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 2


rank cluster_id2 link
1 1060 CORPORATE GOVERNANCE//CORPORATE GOVERNANCE-AN INTERNATIONAL REVIEW//VENTURE CAPITAL
2 2845 AUDITING-A JOURNAL OF PRACTICE & THEORY//AUDIT FEES//AUDIT QUALITY
3 642 BUSINESS, FINANCE//JOURNAL OF BANKING & FINANCE//CAPITAL STRUCTURE
4 653 OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS
5 1809 ECONOPHYSICS//PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS//MINORITY GAME
6 1962 INTERNATIONAL JOURNAL OF FORECASTING//JOURNAL OF FORECASTING//FORECAST EVALUATION
7 20 ECONOMICS//MONETARY POLICY//JOURNAL OF INTERNATIONAL MONEY AND FINANCE
8 2247 JOURNAL OF MATHEMATICAL ECONOMICS//ECONOMIC THEORY//JOURNAL OF ECONOMIC THEORY
9 2100 AMERICAN CRIMINAL LAW REVIEW//LAW//BUSINESS LAWYER
10 1492 COPULA//JOURNAL OF RISK AND INSURANCE//INSURANCE MATHEMATICS & ECONOMICS

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