{"id":"https://openalex.org/W2087808667","doi":"https://doi.org/10.1016/j.iref.2014.07.006","title":"Multi-period sentiment asset pricing model with information","display_name":"Multi-period sentiment asset pricing model with information","publication_year":2014,"publication_date":"2014-07-23","ids":{"openalex":"https://openalex.org/W2087808667","doi":"https://doi.org/10.1016/j.iref.2014.07.006","mag":"2087808667"},"language":"en","primary_location":{"id":"doi:10.1016/j.iref.2014.07.006","doi":"https://doi.org/10.1016/j.iref.2014.07.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2014.07.006","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","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":"International Review of Economics & Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"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/A5101130736","display_name":"Jinfang Li","orcid":"https://orcid.org/0000-0002-0928-4674","observed_orcids":["https://orcid.org/0000-0002-0928-4674"]},"institutions":[{"id":"https://openalex.org/I4210117164","display_name":"Luoyang Normal University","ror":"https://ror.org/029man787","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210117164"]},{"id":"https://openalex.org/I90610280","display_name":"South China University of Technology","ror":"https://ror.org/0530pts50","country_code":"CN","type":"education","lineage":["https://openalex.org/I90610280"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jinfang Li","raw_affiliation_strings":["School of Business, Luoyang Normal University, Luoyang 410300, China","School of Economics and Commerce, South China University of Technology, Guangzhou 510006, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Luoyang Normal University, Luoyang 410300, China","institution_ids":["https://openalex.org/I4210117164"]},{"raw_affiliation_string":"School of Economics and Commerce, South China University of Technology, Guangzhou 510006, China","institution_ids":["https://openalex.org/I90610280"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5101130736"],"corresponding_institution_ids":["https://openalex.org/I4210117164","https://openalex.org/I90610280"],"apc_list":{"value":1930,"currency":"USD","value_usd":1930},"apc_paid":null,"fwci":2.9283,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.92005342,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"34","issue":null,"first_page":"118","last_page":"130"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9990000128746033,"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":0.9990000128746033,"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/T12137","display_name":"Economic theories and models","score":0.00039999998989515007,"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"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.0003000000142492354,"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/asset-pricing","display_name":"asset pricing","score":0.6880000233650208},{"id":"https://openalex.org/keywords/information-asymmetry","display_name":"information asymmetry","score":0.8679999709129333},{"id":"https://openalex.org/keywords/multi-period-model","display_name":"multi-period model","score":0.8349999785423279},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.8320000171661377},{"id":"https://openalex.org/keywords/financial-anomalies","display_name":"financial anomalies","score":0.6330000162124634},{"id":"https://openalex.org/keywords/investor-heterogeneity","display_name":"investor heterogeneity","score":0.43299999833106995}],"concepts":[{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.6385084390640259},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.605196475982666},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5593097805976868},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.534805417060852},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.49133697152137756},{"id":"https://openalex.org/C60718061","wikidata":"https://www.wikidata.org/wiki/Q1414747","display_name":"Momentum (technical analysis)","level":2,"score":0.4827534556388855},{"id":"https://openalex.org/C2781291010","wikidata":"https://www.wikidata.org/wiki/Q178580","display_name":"Period (music)","level":2,"score":0.4589383006095886},{"id":"https://openalex.org/C2781410264","wikidata":"https://www.wikidata.org/wiki/Q440364","display_name":"Market sentiment","level":2,"score":0.44908446073532104},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.4476548433303833},{"id":"https://openalex.org/C96016098","wikidata":"https://www.wikidata.org/wiki/Q853949","display_name":"Rational expectations","level":2,"score":0.4449034333229065},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3737260401248932},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3201438784599304},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21473804116249084},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.18289735913276672},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"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},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.iref.2014.07.006","doi":"https://doi.org/10.1016/j.iref.2014.07.006","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.iref.2014.07.006","pdf_url":null,"source":{"id":"https://openalex.org/S168273071","display_name":"International Review of Economics & Finance","issn_l":"1059-0560","issn":["1059-0560","1873-8036"],"is_oa":false,"is_in_doaj":true,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","doaj","erih-plus","fnege-3","jufo-1","norway-1","poland-70","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":"International Review of Economics & Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:reveco:v:34:y:2014:i:c:p:118-130","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1059056014000999","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1130098515","display_name":null,"funder_award_id":"20148DXMPY03","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G3064286268","display_name":"\u57fa\u4e8e\u6295\u8d44\u8005\u60c5\u7eea\u7684\u8d44\u672c\u8d44\u4ea7\u5b9a\u4ef7\u7814\u7a76","funder_award_id":"70871042","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6309180743","display_name":null,"funder_award_id":"20120172110040","funder_id":"https://openalex.org/F4320321106","funder_display_name":"Ministry of Education of the People's Republic of China"},{"id":"https://openalex.org/G91143447","display_name":null,"funder_award_id":"ZD156","funder_id":"https://openalex.org/F4320327557","funder_display_name":"National Office for Philosophy and Social Sciences"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321106","display_name":"Ministry of Education of the People's Republic of China","ror":"https://ror.org/01mv9t934"},{"id":"https://openalex.org/F4320327557","display_name":"National Office for Philosophy and Social Sciences","ror":"https://ror.org/04m0ms912"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W80887874","https://openalex.org/W1499550068","https://openalex.org/W1543501630","https://openalex.org/W1964439796","https://openalex.org/W1964615936","https://openalex.org/W1966797068","https://openalex.org/W1966916709","https://openalex.org/W1967205961","https://openalex.org/W1967573006","https://openalex.org/W1973727237","https://openalex.org/W1996221708","https://openalex.org/W2046253849","https://openalex.org/W2048461613","https://openalex.org/W2050031929","https://openalex.org/W2050643653","https://openalex.org/W2054571487","https://openalex.org/W2065314888","https://openalex.org/W2073792630","https://openalex.org/W2090637028","https://openalex.org/W2100424877","https://openalex.org/W2121636015","https://openalex.org/W2128633294","https://openalex.org/W2130659611","https://openalex.org/W2142625000","https://openalex.org/W2149769128","https://openalex.org/W2196996750","https://openalex.org/W2320818336","https://openalex.org/W2892285611","https://openalex.org/W3023063214","https://openalex.org/W3094633476","https://openalex.org/W3121136258","https://openalex.org/W3121285187","https://openalex.org/W3121467893","https://openalex.org/W3122578644","https://openalex.org/W3122597312","https://openalex.org/W3122737117","https://openalex.org/W3122776771","https://openalex.org/W3123834602","https://openalex.org/W3124986135","https://openalex.org/W3125091826","https://openalex.org/W3125158876","https://openalex.org/W4245022299","https://openalex.org/W4255461888"],"related_works":["https://openalex.org/W2121636015","https://openalex.org/W1966797068","https://openalex.org/W2902326789","https://openalex.org/W2049979597","https://openalex.org/W4366285781","https://openalex.org/W2048461613","https://openalex.org/W4293216967","https://openalex.org/W2052879116","https://openalex.org/W4312990063","https://openalex.org/W2753614760"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}