{"id":"https://openalex.org/W3123280331","doi":"https://doi.org/10.1016/j.rfe.2013.04.004","title":"The Conditional Relation between Dispersion and Return","display_name":"The Conditional Relation between Dispersion and Return","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W3123280331","doi":"https://doi.org/10.1016/j.rfe.2013.04.004","mag":"3123280331"},"language":"en","primary_location":{"id":"doi:10.1016/j.rfe.2013.04.004","doi":"https://doi.org/10.1016/j.rfe.2013.04.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.rfe.2013.04.004","pdf_url":null,"source":{"id":"https://openalex.org/S105710273","display_name":"Review of Financial Economics","issn_l":"1058-3300","issn":["1058-3300","1873-5924"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-3"],"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":"Review of Financial Economics","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.2144347","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049480238","display_name":"R\u0131za Demirer","orcid":"https://orcid.org/0000-0002-1840-8085","observed_orcids":["https://orcid.org/0000-0002-1840-8085"]},"institutions":[{"id":"https://openalex.org/I87547150","display_name":"Southern Illinois University Edwardsville","ror":"https://ror.org/04cqs5j56","country_code":"US","type":"education","lineage":["https://openalex.org/I2801502357","https://openalex.org/I87547150"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"R\u0131za Demirer","raw_affiliation_strings":["Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026\u20131102, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026\u20131102, United States","institution_ids":["https://openalex.org/I87547150"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048618742","display_name":"Shrikant P. Jategaonkar","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I87547150","display_name":"Southern Illinois University Edwardsville","ror":"https://ror.org/04cqs5j56","country_code":"US","type":"education","lineage":["https://openalex.org/I2801502357","https://openalex.org/I87547150"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Shrikant P. Jategaonkar","raw_affiliation_strings":["Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026\u20131102, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026\u20131102, United States","institution_ids":["https://openalex.org/I87547150"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049480238"],"corresponding_institution_ids":["https://openalex.org/I87547150"],"apc_list":{"value":3470,"currency":"USD","value_usd":3470},"apc_paid":null,"fwci":3.1905,"has_fulltext":false,"cited_by_count":23,"citation_normalized_percentile":{"value":0.93241959,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"22","issue":"3","first_page":"125","last_page":"134"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9916999936103821,"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":0.9916999936103821,"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":0.005900000222027302,"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":0.00039999998989515007,"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/return-dispersion","display_name":"return dispersion","score":0.9900000095367432},{"id":"https://openalex.org/keywords/cross-section-of-stock-returns","display_name":"cross-section of stock returns","score":0.8149999976158142},{"id":"https://openalex.org/keywords/asymmetric-pricing","display_name":"asymmetric price adjustment","score":0.8320000171661377},{"id":"https://openalex.org/keywords/systematic-risk","display_name":"systematic risk","score":0.5519999861717224},{"id":"https://openalex.org/keywords/portfolio-management","display_name":"portfolio management","score":0.7160000205039978}],"concepts":[{"id":"https://openalex.org/C177562468","wikidata":"https://www.wikidata.org/wiki/Q182893","display_name":"Dispersion (optics)","level":2,"score":0.6972782611846924},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6334336996078491},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5718601942062378},{"id":"https://openalex.org/C2777302077","wikidata":"https://www.wikidata.org/wiki/Q1321921","display_name":"Market portfolio","level":3,"score":0.4858531653881073},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.48424169421195984},{"id":"https://openalex.org/C151541453","wikidata":"https://www.wikidata.org/wiki/Q523022","display_name":"Risk premium","level":2,"score":0.4694974720478058},{"id":"https://openalex.org/C30755413","wikidata":"https://www.wikidata.org/wiki/Q1245402","display_name":"Risk\u2013return spectrum","level":3,"score":0.4584786891937256},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.44702696800231934},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.44438016414642334},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07345262169837952},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.rfe.2013.04.004","doi":"https://doi.org/10.1016/j.rfe.2013.04.004","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.rfe.2013.04.004","pdf_url":null,"source":{"id":"https://openalex.org/S105710273","display_name":"Review of Financial Economics","issn_l":"1058-3300","issn":["1058-3300","1873-5924"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-3"],"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":"Review of Financial Economics","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.2144347","doi":"https://doi.org/10.2139/ssrn.2144347","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2144347","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:eee:revfin:v:22:y:2013:i:3:p:125-134","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1058330013000347","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.2144347","doi":"https://doi.org/10.2139/ssrn.2144347","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2144347","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":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":50,"referenced_works":["https://openalex.org/W1560849420","https://openalex.org/W1600149760","https://openalex.org/W1970804135","https://openalex.org/W1971432209","https://openalex.org/W1974449776","https://openalex.org/W1975266702","https://openalex.org/W1982796656","https://openalex.org/W1995834279","https://openalex.org/W2012637053","https://openalex.org/W2015800048","https://openalex.org/W2029056003","https://openalex.org/W2039350124","https://openalex.org/W2060489617","https://openalex.org/W2081158990","https://openalex.org/W2083148578","https://openalex.org/W2084871470","https://openalex.org/W2086160471","https://openalex.org/W2093260403","https://openalex.org/W2093592663","https://openalex.org/W2096226179","https://openalex.org/W2101958621","https://openalex.org/W2104795328","https://openalex.org/W2108861386","https://openalex.org/W2113305199","https://openalex.org/W2117178635","https://openalex.org/W2123886534","https://openalex.org/W2142152317","https://openalex.org/W2149303229","https://openalex.org/W2150587128","https://openalex.org/W2154979258","https://openalex.org/W2161626948","https://openalex.org/W2165565175","https://openalex.org/W2165714389","https://openalex.org/W2166215547","https://openalex.org/W2169397605","https://openalex.org/W2790560903","https://openalex.org/W2893941034","https://openalex.org/W3023906401","https://openalex.org/W3121456775","https://openalex.org/W3121865372","https://openalex.org/W3123178375","https://openalex.org/W3123289511","https://openalex.org/W3123314722","https://openalex.org/W3123399361","https://openalex.org/W3123640793","https://openalex.org/W3124437711","https://openalex.org/W3125349010","https://openalex.org/W3125688476","https://openalex.org/W4239488419","https://openalex.org/W4254389086"],"related_works":["https://openalex.org/W2154979258","https://openalex.org/W3123280823","https://openalex.org/W2021752728","https://openalex.org/W1918988219","https://openalex.org/W2410015303","https://openalex.org/W6981495403","https://openalex.org/W2041532544","https://openalex.org/W2418137698","https://openalex.org/W2165305482","https://openalex.org/W2887555792"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2021-02-01T00:00:00"}
