{"id":"https://openalex.org/W2280104794","doi":"https://doi.org/10.17877/de290r-4524","title":"Leverage Effect in Financial Markets","display_name":"Leverage Effect in Financial Markets","publication_year":2001,"publication_date":"2001-01-01","ids":{"openalex":"https://openalex.org/W2280104794","doi":"https://doi.org/10.17877/de290r-4524","mag":"2280104794"},"language":"en","primary_location":{"id":"pmh:oai:eldorado.tu-dortmund.de:2003/1755","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2003/1755","pdf_url":null,"source":{"id":"https://openalex.org/S4306400811","display_name":"Technische Universit\u00e4t Dortmund Eldorado (Technische Universit\u00e4t Dortmund)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210148506","host_organization_name":"Erich-Brost-Institut","host_organization_lineage":["https://openalex.org/I4210148506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:article"},"volume":null,"type":"article","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.17877/de290r-4524","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083813378","display_name":"Jean\u2010Philippe Bouchaud","orcid":"https://orcid.org/0000-0002-0427-6456","observed_orcids":["https://orcid.org/0000-0002-0427-6456"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Bouchaud, Jean-Philippe","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048840840","display_name":"Andrew Matacz","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Matacz, Andrew","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5015693419","display_name":"Marc Potters","orcid":"https://orcid.org/0000-0002-6057-7229","observed_orcids":["https://orcid.org/0000-0002-6057-7229"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Potters, Marc","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":7.7856,"has_fulltext":false,"cited_by_count":161,"citation_normalized_percentile":{"value":0.97074702,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":100},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.46950000524520874,"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":0.46950000524520874,"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":0.4011000096797943,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.06210000067949295,"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/leverage-effect","display_name":"leverage effect","score":0.9300000071525574},{"id":"https://openalex.org/keywords/financial-markets","display_name":"financial markets","score":0.7860000133514404},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.5479999780654907},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.7639999985694885},{"id":"https://openalex.org/keywords/conditional-heteroscedasticity","display_name":"conditional heteroskedasticity","score":0.6029999852180481}],"concepts":[{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.5762320160865784},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5315684080123901},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.45109838247299194},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4350378215312958},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.42494139075279236},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.4223117530345917},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3207022547721863},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.13162696361541748},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:eldorado.tu-dortmund.de:2003/1755","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2003/1755","pdf_url":null,"source":{"id":"https://openalex.org/S4306400811","display_name":"Technische Universit\u00e4t Dortmund Eldorado (Technische Universit\u00e4t Dortmund)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210148506","host_organization_name":"Erich-Brost-Institut","host_organization_lineage":["https://openalex.org/I4210148506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:article"},{"id":"doi:10.17877/de290r-4524","doi":"https://doi.org/10.17877/de290r-4524","is_oa":true,"landing_page_url":"https://doi.org/10.17877/de290r-4524","pdf_url":null,"source":{"id":"https://openalex.org/S4306400811","display_name":"Technische Universit\u00e4t Dortmund Eldorado (Technische Universit\u00e4t Dortmund)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210148506","host_organization_name":"Erich-Brost-Institut","host_organization_lineage":["https://openalex.org/I4210148506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article-journal"},{"id":"mag:2280104794","doi":null,"is_oa":false,"landing_page_url":"https://eldorado.tu-dortmund.de/handle/2003/1755","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"doi:10.17877/de290r-4524","doi":"https://doi.org/10.17877/de290r-4524","is_oa":true,"landing_page_url":"https://doi.org/10.17877/de290r-4524","pdf_url":null,"source":{"id":"https://openalex.org/S4306400811","display_name":"Technische Universit\u00e4t Dortmund Eldorado (Technische Universit\u00e4t Dortmund)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210148506","host_organization_name":"Erich-Brost-Institut","host_organization_lineage":["https://openalex.org/I4210148506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article-journal"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7011209666","https://openalex.org/W604247286","https://openalex.org/W2793555746","https://openalex.org/W2530453651","https://openalex.org/W2069948073","https://openalex.org/W2083829879","https://openalex.org/W2580881264","https://openalex.org/W7034325317","https://openalex.org/W6990344215","https://openalex.org/W7062114169"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":9},{"year":2015,"cited_by_count":13},{"year":2014,"cited_by_count":14},{"year":2013,"cited_by_count":11},{"year":2012,"cited_by_count":11}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}