{"id":"https://openalex.org/W1996036072","doi":"https://doi.org/10.1016/j.finmar.2012.05.002","title":"Global industry portfolios and short-term predictability of returns: Is it there?","display_name":"Global industry portfolios and short-term predictability of returns: Is it there?","publication_year":2012,"publication_date":"2012-06-02","ids":{"openalex":"https://openalex.org/W1996036072","doi":"https://doi.org/10.1016/j.finmar.2012.05.002","mag":"1996036072"},"language":"en","primary_location":{"id":"doi:10.1016/j.finmar.2012.05.002","doi":"https://doi.org/10.1016/j.finmar.2012.05.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.finmar.2012.05.002","pdf_url":null,"source":{"id":"https://openalex.org/S127646213","display_name":"Journal of Financial Markets","issn_l":"1386-4181","issn":["1386-4181","1878-576X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","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 Financial Markets","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"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/A5005336308","display_name":"Andrei Shynkevich","orcid":"https://orcid.org/0000-0001-6285-9601","observed_orcids":["https://orcid.org/0000-0001-6285-9601"]},"institutions":[{"id":"https://openalex.org/I149910238","display_name":"Kent State University","ror":"https://ror.org/049pfb863","country_code":"US","type":"education","lineage":["https://openalex.org/I149910238"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Andrei Shynkevich","raw_affiliation_strings":["Kent State University, Department of Finance, College of Business Administration, Kent, OH 44242, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kent State University, Department of Finance, College of Business Administration, Kent, OH 44242, USA","institution_ids":["https://openalex.org/I149910238"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5005336308"],"corresponding_institution_ids":["https://openalex.org/I149910238"],"apc_list":{"value":2950,"currency":"USD","value_usd":2950},"apc_paid":null,"fwci":0.5065,"has_fulltext":false,"cited_by_count":17,"citation_normalized_percentile":{"value":0.77906226,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":98},"biblio":{"volume":"15","issue":"4","first_page":"438","last_page":"466"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"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":1.0,"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/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/industry-portfolios","display_name":"industry portfolios","score":0.7699999809265137},{"id":"https://openalex.org/keywords/trend-chasing","display_name":"trend chasing","score":0.593999981880188},{"id":"https://openalex.org/keywords/data-snooping-bias","display_name":"data snooping bias","score":0.8539999723434448},{"id":"https://openalex.org/keywords/non-synchronous-trading","display_name":"non-synchronous trading","score":0.7179999947547913},{"id":"https://openalex.org/keywords/transaction-costs","display_name":"transaction costs","score":0.9300000071525574},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.7879999876022339},{"id":"https://openalex.org/keywords/risk-adjusted-returns","display_name":"risk-adjusted returns","score":0.6140000224113464},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"foreign exchange market","score":0.6940000057220459},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.8830000162124634}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.7676339149475098},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.7098760604858398},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.6017064452171326},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5866438150405884},{"id":"https://openalex.org/C97256817","wikidata":"https://www.wikidata.org/wiki/Q1462316","display_name":"Spurious relationship","level":2,"score":0.5628868937492371},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5251595377922058},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.48371651768684387},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4790876507759094},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.46340394020080566},{"id":"https://openalex.org/C158876240","wikidata":"https://www.wikidata.org/wiki/Q17105131","display_name":"Pairs trade","level":4,"score":0.4156970977783203},{"id":"https://openalex.org/C172428447","wikidata":"https://www.wikidata.org/wiki/Q438711","display_name":"Alternative trading system","level":3,"score":0.3623804450035095},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.23600241541862488},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.18986693024635315},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.finmar.2012.05.002","doi":"https://doi.org/10.1016/j.finmar.2012.05.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.finmar.2012.05.002","pdf_url":null,"source":{"id":"https://openalex.org/S127646213","display_name":"Journal of Financial Markets","issn_l":"1386-4181","issn":["1386-4181","1878-576X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","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 Financial Markets","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":53,"referenced_works":["https://openalex.org/W1507873017","https://openalex.org/W1587271453","https://openalex.org/W1829497564","https://openalex.org/W1977166961","https://openalex.org/W1977673367","https://openalex.org/W1987554390","https://openalex.org/W1989275788","https://openalex.org/W1998677466","https://openalex.org/W2010996252","https://openalex.org/W2012126808","https://openalex.org/W2014555407","https://openalex.org/W2032269423","https://openalex.org/W2036628376","https://openalex.org/W2042790497","https://openalex.org/W2043619364","https://openalex.org/W2050902901","https://openalex.org/W2058078399","https://openalex.org/W2061137367","https://openalex.org/W2075194507","https://openalex.org/W2076396344","https://openalex.org/W2100376816","https://openalex.org/W2101544483","https://openalex.org/W2103722568","https://openalex.org/W2108873231","https://openalex.org/W2111255674","https://openalex.org/W2127120472","https://openalex.org/W2130180922","https://openalex.org/W2134658143","https://openalex.org/W2135606128","https://openalex.org/W2141644911","https://openalex.org/W2143152597","https://openalex.org/W2149214223","https://openalex.org/W2166688646","https://openalex.org/W2172027528","https://openalex.org/W2181832252","https://openalex.org/W2890844091","https://openalex.org/W3021469787","https://openalex.org/W3094476569","https://openalex.org/W3121295248","https://openalex.org/W3121302911","https://openalex.org/W3121465794","https://openalex.org/W3121563073","https://openalex.org/W3122057860","https://openalex.org/W3122175640","https://openalex.org/W3122236376","https://openalex.org/W3122909691","https://openalex.org/W3123598380","https://openalex.org/W3123631543","https://openalex.org/W3123912718","https://openalex.org/W3123934438","https://openalex.org/W3123939061","https://openalex.org/W3124333692","https://openalex.org/W3125297504"],"related_works":["https://openalex.org/W4213080074","https://openalex.org/W2084513350","https://openalex.org/W1989001390","https://openalex.org/W2061049290","https://openalex.org/W2019519962","https://openalex.org/W2275072641","https://openalex.org/W2148910263","https://openalex.org/W2060823210","https://openalex.org/W7100983246","https://openalex.org/W2062016630"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
