{"id":"https://openalex.org/W3123666080","doi":"https://doi.org/10.1016/j.jbankfin.2010.03.010","title":"Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns","display_name":"Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns","publication_year":2010,"publication_date":"2010-03-16","ids":{"openalex":"https://openalex.org/W3123666080","doi":"https://doi.org/10.1016/j.jbankfin.2010.03.010","mag":"3123666080"},"language":"en","primary_location":{"id":"doi:10.1016/j.jbankfin.2010.03.010","doi":"https://doi.org/10.1016/j.jbankfin.2010.03.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2010.03.010","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","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":"Journal of Banking & Finance","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.904207","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100745353","display_name":"Hui Guo","orcid":"https://orcid.org/0000-0001-5889-0374","observed_orcids":["https://orcid.org/0000-0001-5889-0374"]},"institutions":[{"id":"https://openalex.org/I63135867","display_name":"University of Cincinnati","ror":"https://ror.org/01e3m7079","country_code":"US","type":"education","lineage":["https://openalex.org/I63135867"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Hui Guo","raw_affiliation_strings":["Department of Finance and Real Estate, College of Business, University of Cincinnati, 418 Carl H. Lindner Hall, P.O. Box 210195, Cincinnati, Ohio 45221-0195, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance and Real Estate, College of Business, University of Cincinnati, 418 Carl H. Lindner Hall, P.O. Box 210195, Cincinnati, Ohio 45221-0195, United States","institution_ids":["https://openalex.org/I63135867"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5087016181","display_name":"Robert Savickas","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I193531525","display_name":"George Washington University","ror":"https://ror.org/00y4zzh67","country_code":"US","type":"education","lineage":["https://openalex.org/I193531525"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Robert Savickas","raw_affiliation_strings":["Department of Finance, School of Business, George Washington University, Funger Hall, Suite 501R, 2201 G Street, N.W., Washington, DC 20052, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, School of Business, George Washington University, Funger Hall, Suite 501R, 2201 G Street, N.W., Washington, DC 20052, United States","institution_ids":["https://openalex.org/I193531525"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":10.5865,"has_fulltext":false,"cited_by_count":74,"citation_normalized_percentile":{"value":0.97943997,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"34","issue":"7","first_page":"1637","last_page":"1649"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9696999788284302,"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":0.9696999788284302,"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":0.02710000053048134,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.0005000000237487257,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/cross-section-of-stock-returns","display_name":"cross-section of stock returns","score":0.8090000152587891},{"id":"https://openalex.org/keywords/systematic-risk","display_name":"systematic risk","score":0.8500000238418579},{"id":"https://openalex.org/keywords/return-predictability","display_name":"return predictability","score":0.531000018119812},{"id":"https://openalex.org/keywords/g7-stock-markets","display_name":"G7 stock markets","score":0.7300000190734863}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6939386129379272},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6386653780937195},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5908578038215637},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5234348773956299},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4257745146751404},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3529704809188843},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09424164891242981},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.04355555772781372},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jbankfin.2010.03.010","doi":"https://doi.org/10.1016/j.jbankfin.2010.03.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jbankfin.2010.03.010","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","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":"Journal of Banking & Finance","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.904207","doi":"https://doi.org/10.2139/ssrn.904207","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.904207","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0378-4266(10)00108-1","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.904207","doi":"https://doi.org/10.2139/ssrn.904207","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.904207","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":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":87,"referenced_works":["https://openalex.org/W1517358819","https://openalex.org/W1536779365","https://openalex.org/W1794348228","https://openalex.org/W1800062410","https://openalex.org/W1967872601","https://openalex.org/W1970834139","https://openalex.org/W1976913929","https://openalex.org/W1985201787","https://openalex.org/W1992893498","https://openalex.org/W1994521901","https://openalex.org/W1995834279","https://openalex.org/W1999918735","https://openalex.org/W2022750843","https://openalex.org/W2028995298","https://openalex.org/W2042941394","https://openalex.org/W2047134779","https://openalex.org/W2052398032","https://openalex.org/W2059149223","https://openalex.org/W2061160212","https://openalex.org/W2065754958","https://openalex.org/W2095441777","https://openalex.org/W2099750880","https://openalex.org/W2101755808","https://openalex.org/W2104445881","https://openalex.org/W2104795328","https://openalex.org/W2104964789","https://openalex.org/W2111187892","https://openalex.org/W2112298479","https://openalex.org/W2113208252","https://openalex.org/W2113305199","https://openalex.org/W2118775685","https://openalex.org/W2121606993","https://openalex.org/W2123983029","https://openalex.org/W2128617690","https://openalex.org/W2130432722","https://openalex.org/W2130830554","https://openalex.org/W2134807435","https://openalex.org/W2135395072","https://openalex.org/W2135647799","https://openalex.org/W2138477822","https://openalex.org/W2141679668","https://openalex.org/W2142152317","https://openalex.org/W2151726729","https://openalex.org/W2153064800","https://openalex.org/W2158043447","https://openalex.org/W2160037099","https://openalex.org/W2160275010","https://openalex.org/W2166215547","https://openalex.org/W2166406699","https://openalex.org/W2170415678","https://openalex.org/W2173913116","https://openalex.org/W2280131726","https://openalex.org/W2600166299","https://openalex.org/W2891890912","https://openalex.org/W2893941034","https://openalex.org/W3121133555","https://openalex.org/W3121275215","https://openalex.org/W3121364726","https://openalex.org/W3121451334","https://openalex.org/W3121456775","https://openalex.org/W3122026075","https://openalex.org/W3122091423","https://openalex.org/W3122119879","https://openalex.org/W3122344187","https://openalex.org/W3122566196","https://openalex.org/W3122649028","https://openalex.org/W3122821343","https://openalex.org/W3122824160","https://openalex.org/W3123177214","https://openalex.org/W3123342491","https://openalex.org/W3123443250","https://openalex.org/W3123479862","https://openalex.org/W3123957507","https://openalex.org/W3124112640","https://openalex.org/W3124117111","https://openalex.org/W3124304323","https://openalex.org/W3124315446","https://openalex.org/W3124536539","https://openalex.org/W3124655713","https://openalex.org/W3124704554","https://openalex.org/W3125367021","https://openalex.org/W3125801286","https://openalex.org/W3125951730","https://openalex.org/W3125960409","https://openalex.org/W4243277903","https://openalex.org/W4245953437","https://openalex.org/W6631046888"],"related_works":["https://openalex.org/W2166697274","https://openalex.org/W3121770849","https://openalex.org/W4234758801","https://openalex.org/W2148875370","https://openalex.org/W4232046773","https://openalex.org/W3125951730","https://openalex.org/W2042941394","https://openalex.org/W2963327618","https://openalex.org/W1592443513","https://openalex.org/W2795900860"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":10},{"year":2015,"cited_by_count":11},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":9}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2021-02-01T00:00:00"}