{"id":"https://openalex.org/W2944732207","doi":"https://doi.org/10.1093/rfs/hhz048","title":"Resiliency and Stock Returns","display_name":"Resiliency and Stock Returns","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2944732207","doi":"https://doi.org/10.1093/rfs/hhz048","mag":"2944732207"},"language":"en","primary_location":{"id":"doi:10.1093/rfs/hhz048","doi":"https://doi.org/10.1093/rfs/hhz048","is_oa":false,"landing_page_url":"https://doi.org/10.1093/rfs/hhz048","pdf_url":null,"source":{"id":"https://openalex.org/S170137484","display_name":"Review of Financial Studies","issn_l":"0893-9454","issn":["0893-9454","1465-7368"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1-star","ft50","jufo-3","norway-2","poland-200","russia-white-list-1","utd24","vabb-shw"],"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Review of Financial Studies","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3218531","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112571560","display_name":"Jian Hua","orcid":"https://orcid.org/0009-0002-1328-0155","observed_orcids":["https://orcid.org/0009-0002-1328-0155"]},"institutions":[{"id":"https://openalex.org/I141810926","display_name":"Baruch College","ror":"https://ror.org/023qavy03","country_code":"US","type":"education","lineage":["https://openalex.org/I141810926"]},{"id":"https://openalex.org/I174216632","display_name":"City University of New York","ror":"https://ror.org/00453a208","country_code":"US","type":"education","lineage":["https://openalex.org/I174216632"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jian Hua","raw_affiliation_strings":["Zicklin School of Business, Baruch College, City University of New York"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zicklin School of Business, Baruch College, City University of New York","institution_ids":["https://openalex.org/I141810926","https://openalex.org/I174216632"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110373793","display_name":"Lin Peng","orcid":"https://orcid.org/0009-0000-2156-7362","observed_orcids":["https://orcid.org/0009-0000-2156-7362"]},"institutions":[{"id":"https://openalex.org/I141810926","display_name":"Baruch College","ror":"https://ror.org/023qavy03","country_code":"US","type":"education","lineage":["https://openalex.org/I141810926"]},{"id":"https://openalex.org/I174216632","display_name":"City University of New York","ror":"https://ror.org/00453a208","country_code":"US","type":"education","lineage":["https://openalex.org/I174216632"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Lin Peng","raw_affiliation_strings":["Zicklin School of Business, Baruch College, City University of New York"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zicklin School of Business, Baruch College, City University of New York","institution_ids":["https://openalex.org/I141810926","https://openalex.org/I174216632"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5113668840","display_name":"Robert Arthur Schwartz","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I141810926","display_name":"Baruch College","ror":"https://ror.org/023qavy03","country_code":"US","type":"education","lineage":["https://openalex.org/I141810926"]},{"id":"https://openalex.org/I174216632","display_name":"City University of New York","ror":"https://ror.org/00453a208","country_code":"US","type":"education","lineage":["https://openalex.org/I174216632"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Robert A Schwartz","raw_affiliation_strings":["Zicklin School of Business, Baruch College, City University of New York"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Zicklin School of Business, Baruch College, City University of New York","institution_ids":["https://openalex.org/I141810926","https://openalex.org/I174216632"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030831409","display_name":"Nazli Sila Alan","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I126350171","display_name":"Fairfield University","ror":"https://ror.org/04z49n283","country_code":"US","type":"education","lineage":["https://openalex.org/I126350171"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Nazli Sila Alan","raw_affiliation_strings":["Dolan School of Business, Fairfield University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dolan School of Business, Fairfield University","institution_ids":["https://openalex.org/I126350171"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5110373793"],"corresponding_institution_ids":["https://openalex.org/I141810926","https://openalex.org/I174216632"],"apc_list":{"value":4028,"currency":"USD","value_usd":4028},"apc_paid":null,"fwci":1.6538,"has_fulltext":false,"cited_by_count":24,"citation_normalized_percentile":{"value":0.86768337,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"33","issue":"2","first_page":"747","last_page":"782"},"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"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/T12123","display_name":"Financial Analysis and Corporate Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/resilience","display_name":"resilience","score":0.8690000176429749},{"id":"https://openalex.org/keywords/liquidity","display_name":"liquidity","score":0.6470000147819519},{"id":"https://openalex.org/keywords/expected-stock-returns","display_name":"expected stock returns","score":0.7620000243186951},{"id":"https://openalex.org/keywords/trading-volume","display_name":"trading volume","score":0.9160000085830688},{"id":"https://openalex.org/keywords/large-cap-stocks","display_name":"large-cap stocks","score":0.7369999885559082}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.7305390238761902},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6197522282600403},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5685737133026123},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4979889392852783},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48631271719932556},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.38883036375045776},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.353906512260437},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.33577507734298706},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.1869911253452301},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.092180997133255},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1093/rfs/hhz048","doi":"https://doi.org/10.1093/rfs/hhz048","is_oa":false,"landing_page_url":"https://doi.org/10.1093/rfs/hhz048","pdf_url":null,"source":{"id":"https://openalex.org/S170137484","display_name":"Review of Financial Studies","issn_l":"0893-9454","issn":["0893-9454","1465-7368"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-1-star","ft50","jufo-3","norway-2","poland-200","russia-white-list-1","utd24","vabb-shw"],"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Review of Financial Studies","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.3218531","doi":"https://doi.org/10.2139/ssrn.3218531","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3218531","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:oup:rfinst:v:33:y:2020:i:2:p:747-782.","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1093/rfs/hhz048","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":{"id":"doi:10.2139/ssrn.3218531","doi":"https://doi.org/10.2139/ssrn.3218531","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3218531","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W1511548726","https://openalex.org/W1560849420","https://openalex.org/W1852525066","https://openalex.org/W1971872235","https://openalex.org/W1985808284","https://openalex.org/W1995834279","https://openalex.org/W2014824192","https://openalex.org/W2044758379","https://openalex.org/W2046519558","https://openalex.org/W2047485150","https://openalex.org/W2050031929","https://openalex.org/W2054878768","https://openalex.org/W2073552074","https://openalex.org/W2081432842","https://openalex.org/W2084050624","https://openalex.org/W2093362178","https://openalex.org/W2098336014","https://openalex.org/W2101194190","https://openalex.org/W2101704930","https://openalex.org/W2101756786","https://openalex.org/W2104795328","https://openalex.org/W2113208252","https://openalex.org/W2116988959","https://openalex.org/W2117178635","https://openalex.org/W2117479135","https://openalex.org/W2120611874","https://openalex.org/W2121606993","https://openalex.org/W2124601071","https://openalex.org/W2125520394","https://openalex.org/W2128617690","https://openalex.org/W2128633294","https://openalex.org/W2129525919","https://openalex.org/W2131177033","https://openalex.org/W2131675768","https://openalex.org/W2136120210","https://openalex.org/W2137582495","https://openalex.org/W2150015494","https://openalex.org/W2157201362","https://openalex.org/W2158120228","https://openalex.org/W2160275010","https://openalex.org/W2162009965","https://openalex.org/W2162580597","https://openalex.org/W2166215547","https://openalex.org/W2166414208","https://openalex.org/W2172160388","https://openalex.org/W2346862349","https://openalex.org/W2892285611","https://openalex.org/W3021190191","https://openalex.org/W3023230189","https://openalex.org/W3023906401","https://openalex.org/W3121136571","https://openalex.org/W3121295570","https://openalex.org/W3121401171","https://openalex.org/W3121453935","https://openalex.org/W3121502928","https://openalex.org/W3121894513","https://openalex.org/W3122019861","https://openalex.org/W3122225907","https://openalex.org/W3122389145","https://openalex.org/W3122551880","https://openalex.org/W3122898452","https://openalex.org/W3123027396","https://openalex.org/W3123303156","https://openalex.org/W3123451865","https://openalex.org/W3123598380","https://openalex.org/W3123988952","https://openalex.org/W3124304323","https://openalex.org/W3124640994","https://openalex.org/W3124692056","https://openalex.org/W3125152818","https://openalex.org/W3125206904","https://openalex.org/W3125207277","https://openalex.org/W3125311758","https://openalex.org/W3125512896","https://openalex.org/W3126104212","https://openalex.org/W4211170237","https://openalex.org/W4238765566","https://openalex.org/W4252930024","https://openalex.org/W7063939797"],"related_works":["https://openalex.org/W2902236759","https://openalex.org/W4389908702","https://openalex.org/W131918041","https://openalex.org/W4416267673","https://openalex.org/W600354665","https://openalex.org/W2143139512","https://openalex.org/W2252977894","https://openalex.org/W2951300893","https://openalex.org/W2806484697","https://openalex.org/W2099650079"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2019-05-16T00:00:00"}