The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2019-04

AUTHORS

Jared Egginton, Jungshik Hur, Vivek Singh

ABSTRACT

We find that momentum caused by disposition effect is mainly driven by stocks with unrealized capital gains and it is greater when price elasticity of demand is low. We further find that the size effect on momentum and January seasonality in momentum disappear when price elasticity of demand is low. In addition, the price elasticity of demand for stocks is related to the phase of business cycle and degree of product substitutability. Our findings are robust to other factors and the effect of market states on momentum profits. More... »

PAGES

759-780

References to SciGraph publications

  • 2012-07. New empirical evidence on the investment success of momentum strategies based on relative stock prices in REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING
  • 2012-08. Capital investment and momentum strategies in REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s11156-018-0725-6

    DOI

    http://dx.doi.org/10.1007/s11156-018-0725-6

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1103213606


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1402", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Applied Economics", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/14", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Economics", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "alternateName": "Boise State University", 
              "id": "https://www.grid.ac/institutes/grid.184764.8", 
              "name": [
                "Department of Finance, College of Business and Economics, Boise State University, Boise, ID, USA"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Egginton", 
            "givenName": "Jared", 
            "id": "sg:person.011732420371.46", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011732420371.46"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Louisiana Tech University", 
              "id": "https://www.grid.ac/institutes/grid.259237.8", 
              "name": [
                "Department of Economics and Finance, College of Business, Louisiana Tech University, Ruston, USA"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Hur", 
            "givenName": "Jungshik", 
            "id": "sg:person.015631556345.74", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015631556345.74"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "University of Michigan\u2013Ann Arbor", 
              "id": "https://www.grid.ac/institutes/grid.214458.e", 
              "name": [
                "Department of Accounting and Finance, College of Business, University of Michigan, Dearborn, Dearborn, USA"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Singh", 
            "givenName": "Vivek", 
            "id": "sg:person.011274572133.40", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011274572133.40"
            ], 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1985.tb05002.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1000831805"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.2008.01371.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1001159041"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/s0304-405x(98)00027-0", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1004007536"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1986.tb04518.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1011643336"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/0022-1082.00280", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1013789642"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1990.tb05110.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014291520"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.2004.00695.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1016139037"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1990.tb03695.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1016635849"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jbankfin.2011.12.004", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1018927589"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jfineco.2004.10.006", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1019223500"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jfineco.2004.10.006", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1019223500"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1996.tb05231.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1019681077"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1986.tb04550.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1019932404"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1162/rest_a_00414", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1020608550"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/0167-2681(80)90051-7", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021590840"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/0167-2681(80)90051-7", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021590840"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1086/374184", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1024725554"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.2004.00665.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1026436488"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.2006.00896.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1026624614"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/0022-1082.00077", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1033454152"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jbankfin.2013.05.025", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1033805226"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1086/341636", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1034370208"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1993.tb04702.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1037663008"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1093/rfs/hhp087", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1039146069"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1755-053x.2010.01107.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1040338514"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1755-053x.2010.01107.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1040338514"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1997.tb03817.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1040794280"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1093/rfs/15.2.533", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1041984616"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11156-011-0242-3", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1043383904", 
              "https://doi.org/10.1007/s11156-011-0242-3"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/s0304-405x(98)00026-9", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1046050527"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11156-011-0250-3", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1049086569", 
              "https://doi.org/10.1007/s11156-011-0250-3"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jfineco.2008.02.003", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1050166589"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/0022-1082.00184", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1052028318"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/0022-1082.00230", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1052573099"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1111/j.1540-6261.1996.tb05222.x", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1053042577"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1086/209645", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1058529199"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1086/209722", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1058529275"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1093/rfs/15.2.565", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1060005390"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1093/rfs/3.2.175", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1060005485"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1093/rfs/hhg040", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1060005754"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1126/science.185.4157.1124", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1062510354"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1142/s0219091511002305", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1062990126"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.2307/1061042", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1069375048"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.2307/1913610", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1069640854"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.2307/1914185", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1069641248"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.2307/2937816", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1070139542"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.2139/ssrn.247797", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1102188162"
            ], 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2019-04", 
        "datePublishedReg": "2019-04-01", 
        "description": "We find that momentum caused by disposition effect is mainly driven by stocks with unrealized capital gains and it is greater when price elasticity of demand is low. We further find that the size effect on momentum and January seasonality in momentum disappear when price elasticity of demand is low. In addition, the price elasticity of demand for stocks is related to the phase of business cycle and degree of product substitutability. Our findings are robust to other factors and the effect of market states on momentum profits.", 
        "genre": "research_article", 
        "id": "sg:pub.10.1007/s11156-018-0725-6", 
        "inLanguage": [
          "en"
        ], 
        "isAccessibleForFree": false, 
        "isPartOf": [
          {
            "id": "sg:journal.1136353", 
            "issn": [
              "0924-865X", 
              "1573-7179"
            ], 
            "name": "Review of Quantitative Finance and Accounting", 
            "type": "Periodical"
          }, 
          {
            "issueNumber": "3", 
            "type": "PublicationIssue"
          }, 
          {
            "type": "PublicationVolume", 
            "volumeNumber": "52"
          }
        ], 
        "name": "The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality", 
        "pagination": "759-780", 
        "productId": [
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.1007/s11156-018-0725-6"
            ]
          }, 
          {
            "name": "readcube_id", 
            "type": "PropertyValue", 
            "value": [
              "2c2c3c74cd1f6e748c8efb00d29eb9040f0ec0839cdaa811df669c6a553fec68"
            ]
          }, 
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1103213606"
            ]
          }
        ], 
        "sameAs": [
          "https://doi.org/10.1007/s11156-018-0725-6", 
          "https://app.dimensions.ai/details/publication/pub.1103213606"
        ], 
        "sdDataset": "articles", 
        "sdDatePublished": "2019-04-15T09:08", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000376_0000000376/records_56154_00000004.jsonl", 
        "type": "ScholarlyArticle", 
        "url": "https://link.springer.com/10.1007%2Fs11156-018-0725-6"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0725-6'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0725-6'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0725-6'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s11156-018-0725-6'


     

    This table displays all metadata directly associated to this object as RDF triples.

    215 TRIPLES      21 PREDICATES      71 URIs      19 LITERALS      7 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.1007/s11156-018-0725-6 schema:about anzsrc-for:14
    2 anzsrc-for:1402
    3 schema:author N39e349f0879047a29ede958ac94c8550
    4 schema:citation sg:pub.10.1007/s11156-011-0242-3
    5 sg:pub.10.1007/s11156-011-0250-3
    6 https://doi.org/10.1016/0167-2681(80)90051-7
    7 https://doi.org/10.1016/j.jbankfin.2011.12.004
    8 https://doi.org/10.1016/j.jbankfin.2013.05.025
    9 https://doi.org/10.1016/j.jfineco.2004.10.006
    10 https://doi.org/10.1016/j.jfineco.2008.02.003
    11 https://doi.org/10.1016/s0304-405x(98)00026-9
    12 https://doi.org/10.1016/s0304-405x(98)00027-0
    13 https://doi.org/10.1086/209645
    14 https://doi.org/10.1086/209722
    15 https://doi.org/10.1086/341636
    16 https://doi.org/10.1086/374184
    17 https://doi.org/10.1093/rfs/15.2.533
    18 https://doi.org/10.1093/rfs/15.2.565
    19 https://doi.org/10.1093/rfs/3.2.175
    20 https://doi.org/10.1093/rfs/hhg040
    21 https://doi.org/10.1093/rfs/hhp087
    22 https://doi.org/10.1111/0022-1082.00077
    23 https://doi.org/10.1111/0022-1082.00184
    24 https://doi.org/10.1111/0022-1082.00230
    25 https://doi.org/10.1111/0022-1082.00280
    26 https://doi.org/10.1111/j.1540-6261.1985.tb05002.x
    27 https://doi.org/10.1111/j.1540-6261.1986.tb04518.x
    28 https://doi.org/10.1111/j.1540-6261.1986.tb04550.x
    29 https://doi.org/10.1111/j.1540-6261.1990.tb03695.x
    30 https://doi.org/10.1111/j.1540-6261.1990.tb05110.x
    31 https://doi.org/10.1111/j.1540-6261.1993.tb04702.x
    32 https://doi.org/10.1111/j.1540-6261.1996.tb05222.x
    33 https://doi.org/10.1111/j.1540-6261.1996.tb05231.x
    34 https://doi.org/10.1111/j.1540-6261.1997.tb03817.x
    35 https://doi.org/10.1111/j.1540-6261.2004.00665.x
    36 https://doi.org/10.1111/j.1540-6261.2004.00695.x
    37 https://doi.org/10.1111/j.1540-6261.2006.00896.x
    38 https://doi.org/10.1111/j.1540-6261.2008.01371.x
    39 https://doi.org/10.1111/j.1755-053x.2010.01107.x
    40 https://doi.org/10.1126/science.185.4157.1124
    41 https://doi.org/10.1142/s0219091511002305
    42 https://doi.org/10.1162/rest_a_00414
    43 https://doi.org/10.2139/ssrn.247797
    44 https://doi.org/10.2307/1061042
    45 https://doi.org/10.2307/1913610
    46 https://doi.org/10.2307/1914185
    47 https://doi.org/10.2307/2937816
    48 schema:datePublished 2019-04
    49 schema:datePublishedReg 2019-04-01
    50 schema:description We find that momentum caused by disposition effect is mainly driven by stocks with unrealized capital gains and it is greater when price elasticity of demand is low. We further find that the size effect on momentum and January seasonality in momentum disappear when price elasticity of demand is low. In addition, the price elasticity of demand for stocks is related to the phase of business cycle and degree of product substitutability. Our findings are robust to other factors and the effect of market states on momentum profits.
    51 schema:genre research_article
    52 schema:inLanguage en
    53 schema:isAccessibleForFree false
    54 schema:isPartOf N124fb5cb4ea7494ea5bab82e4e6ea976
    55 Nda6824b243eb433bb096b98349f9d29a
    56 sg:journal.1136353
    57 schema:name The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
    58 schema:pagination 759-780
    59 schema:productId N0d7aad1bd836420d9e12095a0777fd01
    60 N9bc2fb38b8fd42c8a6a25e68764ea4ec
    61 Nf7cd96c5a81d451db14f64da522da6ef
    62 schema:sameAs https://app.dimensions.ai/details/publication/pub.1103213606
    63 https://doi.org/10.1007/s11156-018-0725-6
    64 schema:sdDatePublished 2019-04-15T09:08
    65 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    66 schema:sdPublisher Ndcddad722f1b4f4abc73838632947c2c
    67 schema:url https://link.springer.com/10.1007%2Fs11156-018-0725-6
    68 sgo:license sg:explorer/license/
    69 sgo:sdDataset articles
    70 rdf:type schema:ScholarlyArticle
    71 N0d7aad1bd836420d9e12095a0777fd01 schema:name doi
    72 schema:value 10.1007/s11156-018-0725-6
    73 rdf:type schema:PropertyValue
    74 N124fb5cb4ea7494ea5bab82e4e6ea976 schema:issueNumber 3
    75 rdf:type schema:PublicationIssue
    76 N39e349f0879047a29ede958ac94c8550 rdf:first sg:person.011732420371.46
    77 rdf:rest Ncacf0c9c4bd84f9c8d31275913a843e4
    78 N9bc2fb38b8fd42c8a6a25e68764ea4ec schema:name dimensions_id
    79 schema:value pub.1103213606
    80 rdf:type schema:PropertyValue
    81 Nc77ffb12f55c4f8f8c756d94d0a61cd0 rdf:first sg:person.011274572133.40
    82 rdf:rest rdf:nil
    83 Ncacf0c9c4bd84f9c8d31275913a843e4 rdf:first sg:person.015631556345.74
    84 rdf:rest Nc77ffb12f55c4f8f8c756d94d0a61cd0
    85 Nda6824b243eb433bb096b98349f9d29a schema:volumeNumber 52
    86 rdf:type schema:PublicationVolume
    87 Ndcddad722f1b4f4abc73838632947c2c schema:name Springer Nature - SN SciGraph project
    88 rdf:type schema:Organization
    89 Nf7cd96c5a81d451db14f64da522da6ef schema:name readcube_id
    90 schema:value 2c2c3c74cd1f6e748c8efb00d29eb9040f0ec0839cdaa811df669c6a553fec68
    91 rdf:type schema:PropertyValue
    92 anzsrc-for:14 schema:inDefinedTermSet anzsrc-for:
    93 schema:name Economics
    94 rdf:type schema:DefinedTerm
    95 anzsrc-for:1402 schema:inDefinedTermSet anzsrc-for:
    96 schema:name Applied Economics
    97 rdf:type schema:DefinedTerm
    98 sg:journal.1136353 schema:issn 0924-865X
    99 1573-7179
    100 schema:name Review of Quantitative Finance and Accounting
    101 rdf:type schema:Periodical
    102 sg:person.011274572133.40 schema:affiliation https://www.grid.ac/institutes/grid.214458.e
    103 schema:familyName Singh
    104 schema:givenName Vivek
    105 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011274572133.40
    106 rdf:type schema:Person
    107 sg:person.011732420371.46 schema:affiliation https://www.grid.ac/institutes/grid.184764.8
    108 schema:familyName Egginton
    109 schema:givenName Jared
    110 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.011732420371.46
    111 rdf:type schema:Person
    112 sg:person.015631556345.74 schema:affiliation https://www.grid.ac/institutes/grid.259237.8
    113 schema:familyName Hur
    114 schema:givenName Jungshik
    115 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.015631556345.74
    116 rdf:type schema:Person
    117 sg:pub.10.1007/s11156-011-0242-3 schema:sameAs https://app.dimensions.ai/details/publication/pub.1043383904
    118 https://doi.org/10.1007/s11156-011-0242-3
    119 rdf:type schema:CreativeWork
    120 sg:pub.10.1007/s11156-011-0250-3 schema:sameAs https://app.dimensions.ai/details/publication/pub.1049086569
    121 https://doi.org/10.1007/s11156-011-0250-3
    122 rdf:type schema:CreativeWork
    123 https://doi.org/10.1016/0167-2681(80)90051-7 schema:sameAs https://app.dimensions.ai/details/publication/pub.1021590840
    124 rdf:type schema:CreativeWork
    125 https://doi.org/10.1016/j.jbankfin.2011.12.004 schema:sameAs https://app.dimensions.ai/details/publication/pub.1018927589
    126 rdf:type schema:CreativeWork
    127 https://doi.org/10.1016/j.jbankfin.2013.05.025 schema:sameAs https://app.dimensions.ai/details/publication/pub.1033805226
    128 rdf:type schema:CreativeWork
    129 https://doi.org/10.1016/j.jfineco.2004.10.006 schema:sameAs https://app.dimensions.ai/details/publication/pub.1019223500
    130 rdf:type schema:CreativeWork
    131 https://doi.org/10.1016/j.jfineco.2008.02.003 schema:sameAs https://app.dimensions.ai/details/publication/pub.1050166589
    132 rdf:type schema:CreativeWork
    133 https://doi.org/10.1016/s0304-405x(98)00026-9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1046050527
    134 rdf:type schema:CreativeWork
    135 https://doi.org/10.1016/s0304-405x(98)00027-0 schema:sameAs https://app.dimensions.ai/details/publication/pub.1004007536
    136 rdf:type schema:CreativeWork
    137 https://doi.org/10.1086/209645 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058529199
    138 rdf:type schema:CreativeWork
    139 https://doi.org/10.1086/209722 schema:sameAs https://app.dimensions.ai/details/publication/pub.1058529275
    140 rdf:type schema:CreativeWork
    141 https://doi.org/10.1086/341636 schema:sameAs https://app.dimensions.ai/details/publication/pub.1034370208
    142 rdf:type schema:CreativeWork
    143 https://doi.org/10.1086/374184 schema:sameAs https://app.dimensions.ai/details/publication/pub.1024725554
    144 rdf:type schema:CreativeWork
    145 https://doi.org/10.1093/rfs/15.2.533 schema:sameAs https://app.dimensions.ai/details/publication/pub.1041984616
    146 rdf:type schema:CreativeWork
    147 https://doi.org/10.1093/rfs/15.2.565 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005390
    148 rdf:type schema:CreativeWork
    149 https://doi.org/10.1093/rfs/3.2.175 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005485
    150 rdf:type schema:CreativeWork
    151 https://doi.org/10.1093/rfs/hhg040 schema:sameAs https://app.dimensions.ai/details/publication/pub.1060005754
    152 rdf:type schema:CreativeWork
    153 https://doi.org/10.1093/rfs/hhp087 schema:sameAs https://app.dimensions.ai/details/publication/pub.1039146069
    154 rdf:type schema:CreativeWork
    155 https://doi.org/10.1111/0022-1082.00077 schema:sameAs https://app.dimensions.ai/details/publication/pub.1033454152
    156 rdf:type schema:CreativeWork
    157 https://doi.org/10.1111/0022-1082.00184 schema:sameAs https://app.dimensions.ai/details/publication/pub.1052028318
    158 rdf:type schema:CreativeWork
    159 https://doi.org/10.1111/0022-1082.00230 schema:sameAs https://app.dimensions.ai/details/publication/pub.1052573099
    160 rdf:type schema:CreativeWork
    161 https://doi.org/10.1111/0022-1082.00280 schema:sameAs https://app.dimensions.ai/details/publication/pub.1013789642
    162 rdf:type schema:CreativeWork
    163 https://doi.org/10.1111/j.1540-6261.1985.tb05002.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1000831805
    164 rdf:type schema:CreativeWork
    165 https://doi.org/10.1111/j.1540-6261.1986.tb04518.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1011643336
    166 rdf:type schema:CreativeWork
    167 https://doi.org/10.1111/j.1540-6261.1986.tb04550.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1019932404
    168 rdf:type schema:CreativeWork
    169 https://doi.org/10.1111/j.1540-6261.1990.tb03695.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1016635849
    170 rdf:type schema:CreativeWork
    171 https://doi.org/10.1111/j.1540-6261.1990.tb05110.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1014291520
    172 rdf:type schema:CreativeWork
    173 https://doi.org/10.1111/j.1540-6261.1993.tb04702.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1037663008
    174 rdf:type schema:CreativeWork
    175 https://doi.org/10.1111/j.1540-6261.1996.tb05222.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1053042577
    176 rdf:type schema:CreativeWork
    177 https://doi.org/10.1111/j.1540-6261.1996.tb05231.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1019681077
    178 rdf:type schema:CreativeWork
    179 https://doi.org/10.1111/j.1540-6261.1997.tb03817.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1040794280
    180 rdf:type schema:CreativeWork
    181 https://doi.org/10.1111/j.1540-6261.2004.00665.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1026436488
    182 rdf:type schema:CreativeWork
    183 https://doi.org/10.1111/j.1540-6261.2004.00695.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1016139037
    184 rdf:type schema:CreativeWork
    185 https://doi.org/10.1111/j.1540-6261.2006.00896.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1026624614
    186 rdf:type schema:CreativeWork
    187 https://doi.org/10.1111/j.1540-6261.2008.01371.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1001159041
    188 rdf:type schema:CreativeWork
    189 https://doi.org/10.1111/j.1755-053x.2010.01107.x schema:sameAs https://app.dimensions.ai/details/publication/pub.1040338514
    190 rdf:type schema:CreativeWork
    191 https://doi.org/10.1126/science.185.4157.1124 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062510354
    192 rdf:type schema:CreativeWork
    193 https://doi.org/10.1142/s0219091511002305 schema:sameAs https://app.dimensions.ai/details/publication/pub.1062990126
    194 rdf:type schema:CreativeWork
    195 https://doi.org/10.1162/rest_a_00414 schema:sameAs https://app.dimensions.ai/details/publication/pub.1020608550
    196 rdf:type schema:CreativeWork
    197 https://doi.org/10.2139/ssrn.247797 schema:sameAs https://app.dimensions.ai/details/publication/pub.1102188162
    198 rdf:type schema:CreativeWork
    199 https://doi.org/10.2307/1061042 schema:sameAs https://app.dimensions.ai/details/publication/pub.1069375048
    200 rdf:type schema:CreativeWork
    201 https://doi.org/10.2307/1913610 schema:sameAs https://app.dimensions.ai/details/publication/pub.1069640854
    202 rdf:type schema:CreativeWork
    203 https://doi.org/10.2307/1914185 schema:sameAs https://app.dimensions.ai/details/publication/pub.1069641248
    204 rdf:type schema:CreativeWork
    205 https://doi.org/10.2307/2937816 schema:sameAs https://app.dimensions.ai/details/publication/pub.1070139542
    206 rdf:type schema:CreativeWork
    207 https://www.grid.ac/institutes/grid.184764.8 schema:alternateName Boise State University
    208 schema:name Department of Finance, College of Business and Economics, Boise State University, Boise, ID, USA
    209 rdf:type schema:Organization
    210 https://www.grid.ac/institutes/grid.214458.e schema:alternateName University of Michigan–Ann Arbor
    211 schema:name Department of Accounting and Finance, College of Business, University of Michigan, Dearborn, Dearborn, USA
    212 rdf:type schema:Organization
    213 https://www.grid.ac/institutes/grid.259237.8 schema:alternateName Louisiana Tech University
    214 schema:name Department of Economics and Finance, College of Business, Louisiana Tech University, Ruston, USA
    215 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...