{"id":"https://openalex.org/W1967599232","doi":"https://doi.org/10.1016/0927-5398(95)00006-g","title":"Testing for a time-varying risk premium in the returns to U.S. farmland","display_name":"Testing for a time-varying risk premium in the returns to U.S. farmland","publication_year":1995,"publication_date":"1995-09-01","ids":{"openalex":"https://openalex.org/W1967599232","doi":"https://doi.org/10.1016/0927-5398(95)00006-g","mag":"1967599232"},"language":"en","primary_location":{"id":"doi:10.1016/0927-5398(95)00006-g","doi":"https://doi.org/10.1016/0927-5398(95)00006-g","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0927-5398(95)00006-g","pdf_url":null,"source":{"id":"https://openalex.org/S145875555","display_name":"Journal of Empirical Finance","issn_l":"0927-5398","issn":["0927-5398","1879-1727"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-2","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Empirical Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071507657","display_name":"Steven D. Hanson","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I87216513","display_name":"Michigan State University","ror":"https://ror.org/05hs6h993","country_code":"US","type":"education","lineage":["https://openalex.org/I87216513"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Steven D. Hanson","raw_affiliation_strings":["Department of Agricultural Economics, Michigan State University, East Lansing, MI 48824-1039, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Agricultural Economics, Michigan State University, East Lansing, MI 48824-1039, USA","institution_ids":["https://openalex.org/I87216513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5112719503","display_name":"Robert J. Myers","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I87216513","display_name":"Michigan State University","ror":"https://ror.org/05hs6h993","country_code":"US","type":"education","lineage":["https://openalex.org/I87216513"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Robert J. Myers","raw_affiliation_strings":["Department of Agricultural Economics, Michigan State University, East Lansing, MI 48824-1039, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Agricultural Economics, Michigan State University, East Lansing, MI 48824-1039, USA","institution_ids":["https://openalex.org/I87216513"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5071507657"],"corresponding_institution_ids":["https://openalex.org/I87216513"],"apc_list":{"value":2940,"currency":"USD","value_usd":2940},"apc_paid":null,"fwci":1.6572,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.86219528,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":95},"biblio":{"volume":"2","issue":"3","first_page":"265","last_page":"276"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7562999725341797,"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"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7562999725341797,"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"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.1543000042438507,"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"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.013199999928474426,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/time-varying-risk-premia","display_name":"time-varying risk premia","score":0.9089999794960022},{"id":"https://openalex.org/keywords/conditional-volatility","display_name":"conditional variance","score":0.7269999980926514},{"id":"https://openalex.org/keywords/arch-models","display_name":"ARCH models","score":0.5839999914169312},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"capital asset pricing model","score":0.7839999794960022},{"id":"https://openalex.org/keywords/systematic-risk","display_name":"systematic risk","score":0.5929999947547913},{"id":"https://openalex.org/keywords/return-autocorrelation","display_name":"return autocorrelation","score":0.7850000262260437},{"id":"https://openalex.org/keywords/present-value-model","display_name":"present value model","score":0.7870000004768372}],"concepts":[{"id":"https://openalex.org/C21430997","wikidata":"https://www.wikidata.org/wiki/Q5159279","display_name":"Conditional variance","level":4,"score":0.7388809323310852},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.7342010736465454},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7299984097480774},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6680215001106262},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.6024035811424255},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5943629741668701},{"id":"https://openalex.org/C2991665230","wikidata":"https://www.wikidata.org/wiki/Q2651003","display_name":"Excess return","level":3,"score":0.48851287364959717},{"id":"https://openalex.org/C2777302077","wikidata":"https://www.wikidata.org/wiki/Q1321921","display_name":"Market portfolio","level":3,"score":0.48277392983436584},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4568740427494049},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4547840356826782},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.4126027226448059},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.39770400524139404},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.3611920177936554},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18345603346824646},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18037083745002747},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.1454961597919464},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10596171021461487},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/0927-5398(95)00006-g","doi":"https://doi.org/10.1016/0927-5398(95)00006-g","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0927-5398(95)00006-g","pdf_url":null,"source":{"id":"https://openalex.org/S145875555","display_name":"Journal of Empirical Finance","issn_l":"0927-5398","issn":["0927-5398","1879-1727"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-2","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Empirical Finance","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Zero hunger","id":"https://metadata.un.org/sdg/2","score":0.5666999816894531}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W588985920","https://openalex.org/W1517358819","https://openalex.org/W1575296289","https://openalex.org/W1596778089","https://openalex.org/W1979575715","https://openalex.org/W1984744262","https://openalex.org/W1998968611","https://openalex.org/W1999996900","https://openalex.org/W2013636466","https://openalex.org/W2023293362","https://openalex.org/W2044298381","https://openalex.org/W2054640142","https://openalex.org/W2084809982","https://openalex.org/W2087639782","https://openalex.org/W2124301559","https://openalex.org/W2151843738","https://openalex.org/W2167081580","https://openalex.org/W2423293082","https://openalex.org/W3023688799","https://openalex.org/W3122475708","https://openalex.org/W4302324995","https://openalex.org/W6631046888","https://openalex.org/W6663838358","https://openalex.org/W6721825153"],"related_works":["https://openalex.org/W2053762152","https://openalex.org/W1540072274","https://openalex.org/W2151688091","https://openalex.org/W3014524171","https://openalex.org/W2942905519","https://openalex.org/W1980083556","https://openalex.org/W2054051678","https://openalex.org/W7097123200","https://openalex.org/W2096253570","https://openalex.org/W1546214322"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2016-06-24T00:00:00"}