{"id":"https://openalex.org/W2020055071","doi":"https://doi.org/10.3905/jpm.1988.409149","title":"The CRISMA trading system","display_name":"The CRISMA trading system","publication_year":1988,"publication_date":"1988-04-30","ids":{"openalex":"https://openalex.org/W2020055071","doi":"https://doi.org/10.3905/jpm.1988.409149","mag":"2020055071"},"language":"en","primary_location":{"id":"doi:10.3905/jpm.1988.409149","doi":"https://doi.org/10.3905/jpm.1988.409149","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jpm.1988.409149","pdf_url":null,"source":{"id":"https://openalex.org/S143806524","display_name":"The Journal of Portfolio Management","issn_l":"0095-4918","issn":["0095-4918","2168-8656"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Portfolio Management","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/A5046730865","display_name":"Stephen W. Pruitt","orcid":"https://orcid.org/0000-0001-6059-1613","observed_orcids":["https://orcid.org/0000-0001-6059-1613"]},"institutions":[{"id":"https://openalex.org/I4210119109","display_name":"Indiana University Bloomington","ror":"https://ror.org/02k40bc56","country_code":"US","type":"education","lineage":["https://openalex.org/I4210119109","https://openalex.org/I592451"]},{"id":"https://openalex.org/I592451","display_name":"Indiana University","ror":"https://ror.org/01kg8sb98","country_code":"US","type":"education","lineage":["https://openalex.org/I592451"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Stephen W. Pruitt","raw_affiliation_strings":["Assistant Professor of Finance at Indiana University in Bloomington (IN 47405)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Assistant Professor of Finance at Indiana University in Bloomington (IN 47405)","institution_ids":["https://openalex.org/I4210119109","https://openalex.org/I592451"]}]},{"author_position":"last","author":{"id":null,"display_name":"Richard E. White","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I11874761","display_name":"University of North Florida","ror":"https://ror.org/01j903a45","country_code":"US","type":"education","lineage":["https://openalex.org/I11874761"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Richard E. White","raw_affiliation_strings":["Associate Professor of Finance at the University of North Florida in Jacksonville (FL 32216)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Associate Professor of Finance at the University of North Florida in Jacksonville (FL 32216)","institution_ids":["https://openalex.org/I11874761"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.0027,"has_fulltext":false,"cited_by_count":114,"citation_normalized_percentile":{"value":0.88378906,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"14","issue":"3","first_page":"55","last_page":"58"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9789999723434448,"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":0.9789999723434448,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.006500000134110451,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.002899999963119626,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/trading-systems","display_name":"trading systems","score":0.777999997138977},{"id":"https://openalex.org/keywords/portfolio-management","display_name":"portfolio management","score":0.5049999952316284},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"investment strategy","score":0.3230000138282776}],"concepts":[{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.45630353689193726}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3905/jpm.1988.409149","doi":"https://doi.org/10.3905/jpm.1988.409149","is_oa":false,"landing_page_url":"https://doi.org/10.3905/jpm.1988.409149","pdf_url":null,"source":{"id":"https://openalex.org/S143806524","display_name":"The Journal of Portfolio Management","issn_l":"0095-4918","issn":["0095-4918","2168-8656"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320662","host_organization_name":"Euromoney Institutional Investor","host_organization_lineage":["https://openalex.org/P4310320662"],"host_organization_lineage_names":["Euromoney Institutional Investor"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Portfolio Management","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.47999998927116394,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W566586761","https://openalex.org/W1996121590","https://openalex.org/W2022624980","https://openalex.org/W2035856273","https://openalex.org/W2049066308","https://openalex.org/W2088708964","https://openalex.org/W2128778916","https://openalex.org/W2131773668","https://openalex.org/W4231546411","https://openalex.org/W4252519795"],"related_works":["https://openalex.org/W4205848892","https://openalex.org/W7015281833","https://openalex.org/W1991199160","https://openalex.org/W1994367470","https://openalex.org/W4254190558","https://openalex.org/W7034495095","https://openalex.org/W4411340969","https://openalex.org/W7025002185","https://openalex.org/W7057605983","https://openalex.org/W4253797376"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":5}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}
