{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","description":"This cluster of papers explores asset pricing models, stock returns, market efficiency, investor sentiment, liquidity risk, behavioral finance, momentum investing, market microstructure, hedge funds, and the information content of various factors affecting asset prices.","keywords":[{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.4508},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.3265},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.488},{"id":"https://openalex.org/keywords/abnormal-returns","display_name":"abnormal returns","score":0.5469},{"id":"https://openalex.org/keywords/asset-pricing","display_name":"asset pricing","score":0.5749},{"id":"https://openalex.org/keywords/behavioral-finance","display_name":"behavioral finance","score":0.5426},{"id":"https://openalex.org/keywords/investor-behavior","display_name":"investor behavior","score":0.5129},{"id":"https://openalex.org/keywords/stock-prices","display_name":"stock prices","score":0.2375},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.5082},{"id":"https://openalex.org/keywords/individual-investors","display_name":"retail investors","score":0.4365},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.6508},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"capital asset pricing model","score":0.5813},{"id":"https://openalex.org/keywords/investor-sentiment","display_name":"investor sentiment","score":0.5942},{"id":"https://openalex.org/keywords/efficient-market-hypothesis","display_name":"efficient market hypothesis","score":0.6783},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.5024},{"id":"https://openalex.org/keywords/trading-strategies","display_name":"trading strategies","score":0.5538},{"id":"https://openalex.org/keywords/initial-public-offerings","display_name":"initial public offerings","score":0.2426},{"id":"https://openalex.org/keywords/institutional-investors","display_name":"institutional investors","score":0.2593},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"investment strategy","score":0.313},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.4278},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"asset allocation","score":0.2752},{"id":"https://openalex.org/keywords/technical-analysis","display_name":"technical analysis","score":0.4231},{"id":"https://openalex.org/keywords/risk-adjusted-returns","display_name":"risk-adjusted returns","score":0.5824},{"id":"https://openalex.org/keywords/price-discovery","display_name":"price discovery","score":0.5406},{"id":"https://openalex.org/keywords/mutual-funds","display_name":"mutual funds","score":0.4215}],"legacy_keywords":"Asset Pricing; Stock Returns; Market Efficiency; Investor Sentiment; Liquidity Risk; Behavioral Finance; Momentum Investing; Market Microstructure; Hedge Funds; Information Content","ids":{"openalex":"https://openalex.org/T10047","wikipedia":"https://en.wikipedia.org/wiki/Asset_pricing"},"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"},"siblings":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications"},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency"},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling"},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies"},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations"},{"id":"https://openalex.org/T11531","display_name":"Healthcare Systems and Reforms"},{"id":"https://openalex.org/T11817","display_name":"Housing, Finance, and Neoliberalism"},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis"},{"id":"https://openalex.org/T13074","display_name":"Global Financial Regulation and Crises"},{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds"},{"id":"https://openalex.org/T14101","display_name":"Financial Crisis of the 21st Century"},{"id":"https://openalex.org/T14154","display_name":"finance, banking, and market dynamics"},{"id":"https://openalex.org/T14166","display_name":"European Monetary and Fiscal Policies"},{"id":"https://openalex.org/T14317","display_name":"Finance, Markets, and Regulation"},{"id":"https://openalex.org/T14464","display_name":"Community Development and Social Impact"}],"works_count":356907,"cited_by_count":3990496,"works_api_url":"https://api.openalex.org/works?filter=topics.id:T10047","updated_date":"2026-10-19T03:01:26","created_date":"2024-01-23T15:27:05"}