{"id":"https://openalex.org/W4200301507","doi":"https://doi.org/10.1057/s41260-021-00248-8","title":"Industry momentum with correlation consolidation: evidence from China","display_name":"Industry momentum with correlation consolidation: evidence from China","publication_year":2021,"publication_date":"2021-12-02","ids":{"openalex":"https://openalex.org/W4200301507","doi":"https://doi.org/10.1057/s41260-021-00248-8"},"language":"en","primary_location":{"id":"doi:10.1057/s41260-021-00248-8","doi":"https://doi.org/10.1057/s41260-021-00248-8","is_oa":false,"landing_page_url":"https://doi.org/10.1057/s41260-021-00248-8","pdf_url":null,"source":{"id":"https://openalex.org/S206916388","display_name":"Journal of Asset Management","issn_l":"1470-8272","issn":["1470-8272","1479-179X"],"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-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Asset Management","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W4200301507"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"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/A5081676508","display_name":"Sabri Boubaker","orcid":"https://orcid.org/0000-0002-6416-2952","observed_orcids":["https://orcid.org/0000-0002-6416-2952"]},"institutions":[{"id":"https://openalex.org/I4387153298","display_name":"EM Normandie Business School","ror":"https://ror.org/052xwpe12","country_code":"FR","type":"education","lineage":["https://openalex.org/I4387153298"]},{"id":"https://openalex.org/I4405260441","display_name":"M\u00e9tis-Lab","ror":"https://ror.org/03rs37749","country_code":"FR","type":"education","lineage":["https://openalex.org/I4405260441"]},{"id":"https://openalex.org/I4405278301","display_name":"VNU International School","ror":"https://ror.org/05n473c60","country_code":"VN","type":"education","lineage":["https://openalex.org/I177233841","https://openalex.org/I4405278301"]}],"countries":["FR","VN"],"is_corresponding":false,"raw_author_name":"Sabri Boubaker","raw_affiliation_strings":["EM Normandie Business School, M\u00e9tis Lab, France","International School, Vietnam National University, Hanoi, Vietnam"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"EM Normandie Business School, M\u00e9tis Lab, France","institution_ids":["https://openalex.org/I4387153298","https://openalex.org/I4405260441"]},{"raw_affiliation_string":"International School, Vietnam National University, Hanoi, Vietnam","institution_ids":["https://openalex.org/I4405278301"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006297811","display_name":"Lechuan Du","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lechuan Du","raw_affiliation_strings":["School of Finance, Renmin University of China, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035056160","display_name":"Zhenya Liu","orcid":"https://orcid.org/0000-0003-2237-3257","observed_orcids":["https://orcid.org/0000-0003-2237-3257"]},"institutions":[{"id":"https://openalex.org/I21491767","display_name":"Aix-Marseille Universit\u00e9","ror":"https://ror.org/035xkbk20","country_code":"FR","type":"education","lineage":["https://openalex.org/I21491767"]},{"id":"https://openalex.org/I78988378","display_name":"Renmin University of China","ror":"https://ror.org/041pakw92","country_code":"CN","type":"education","lineage":["https://openalex.org/I78988378"]}],"countries":["CN","FR"],"is_corresponding":true,"raw_author_name":"Zhenya Liu","raw_affiliation_strings":["CERGAM, Aix-Marseille University, Aix-en-Provence, France","China Financial Policy Research Center, Renmin University of China, Beijing, China","School of Finance, Renmin University of China, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0003-2237-3257","affiliations":[{"raw_affiliation_string":"CERGAM, Aix-Marseille University, Aix-en-Provence, France","institution_ids":["https://openalex.org/I21491767"]},{"raw_affiliation_string":"China Financial Policy Research Center, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]},{"raw_affiliation_string":"School of Finance, Renmin University of China, Beijing, China","institution_ids":["https://openalex.org/I78988378"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5035056160"],"corresponding_institution_ids":["https://openalex.org/I21491767","https://openalex.org/I78988378"],"apc_list":{"value":2780,"currency":"USD","value_usd":2780},"apc_paid":null,"fwci":0.3924,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.62287139,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":95},"biblio":{"volume":"23","issue":"1","first_page":"73","last_page":"82"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"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":0.9994999766349792,"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/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/industry-momentum","display_name":"industry momentum","score":0.9850000143051147},{"id":"https://openalex.org/keywords/industry-classification","display_name":"industry classification","score":0.5820000171661377},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.5630000233650208},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.9589999914169312},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.6230000257492065},{"id":"https://openalex.org/keywords/momentum-investing","display_name":"momentum strategies","score":0.3490000069141388},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"asset allocation","score":0.4090000092983246}],"concepts":[{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.878176212310791},{"id":"https://openalex.org/C2776014549","wikidata":"https://www.wikidata.org/wiki/Q3050847","display_name":"Consolidation (business)","level":2,"score":0.7720452547073364},{"id":"https://openalex.org/C60718061","wikidata":"https://www.wikidata.org/wiki/Q1414747","display_name":"Momentum (technical analysis)","level":2,"score":0.5495594143867493},{"id":"https://openalex.org/C117220453","wikidata":"https://www.wikidata.org/wiki/Q5172842","display_name":"Correlation","level":2,"score":0.5225210189819336},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5060719847679138},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4914637804031372},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.48895490169525146},{"id":"https://openalex.org/C2780092901","wikidata":"https://www.wikidata.org/wiki/Q3433612","display_name":"Correlation coefficient","level":2,"score":0.47584936022758484},{"id":"https://openalex.org/C191935318","wikidata":"https://www.wikidata.org/wiki/Q148","display_name":"China","level":2,"score":0.42489105463027954},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.33078569173812866},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2673482298851013},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23788374662399292},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16460639238357544},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.15665054321289062},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.07412710785865784},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1057/s41260-021-00248-8","doi":"https://doi.org/10.1057/s41260-021-00248-8","is_oa":false,"landing_page_url":"https://doi.org/10.1057/s41260-021-00248-8","pdf_url":null,"source":{"id":"https://openalex.org/S206916388","display_name":"Journal of Asset Management","issn_l":"1470-8272","issn":["1470-8272","1479-179X"],"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-40","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310319702","host_organization_name":"Palgrave Macmillan","host_organization_lineage":["https://openalex.org/P4310319702","https://openalex.org/P4310319964"],"host_organization_lineage_names":["Palgrave Macmillan","Macmillan Publishers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Asset Management","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-03513394v1","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-03513394","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Journal of Asset Management, 2021, ⟨10.1057/s41260-021-00248-8⟩","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00248-8","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1057/s41260-021-00248-8","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":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1605144273","https://openalex.org/W1981439605","https://openalex.org/W1998677466","https://openalex.org/W2010891591","https://openalex.org/W2023826935","https://openalex.org/W2036032044","https://openalex.org/W2099520003","https://openalex.org/W2106798814","https://openalex.org/W2125520394","https://openalex.org/W2128633294","https://openalex.org/W2144487825","https://openalex.org/W2806212229","https://openalex.org/W2970472754","https://openalex.org/W3124639629","https://openalex.org/W4246390368","https://openalex.org/W6770266776"],"related_works":["https://openalex.org/W4302433803","https://openalex.org/W4225567943","https://openalex.org/W4320510052","https://openalex.org/W1566716087","https://openalex.org/W130643675","https://openalex.org/W2569067795","https://openalex.org/W1494528706","https://openalex.org/W4389410113","https://openalex.org/W1997211372","https://openalex.org/W4390667316"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2026-10-25T09:29:13.331239","created_date":"2021-12-31T00:00:00"}