{"id":"https://openalex.org/W4240640809","doi":"https://doi.org/10.1016/s0378-4266(04)00049-4","title":"Consumption habit and international stock returns","display_name":"Consumption habit and international stock returns","publication_year":2005,"publication_date":"2005-03-01","ids":{"openalex":"https://openalex.org/W4240640809","doi":"https://doi.org/10.1016/s0378-4266(04)00049-4"},"language":"en","primary_location":{"id":"doi:10.1016/s0378-4266(04)00049-4","doi":"https://doi.org/10.1016/s0378-4266(04)00049-4","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(04)00049-4","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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5018157644","display_name":"Y LI","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I142934699","display_name":"California State University, Fullerton","ror":"https://ror.org/02avqqw26","country_code":"US","type":"education","lineage":["https://openalex.org/I142934699"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Y LI","raw_affiliation_strings":["Department of Finance, College of Business and Economics, California State University, Fullerton, CA 92834, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, College of Business and Economics, California State University, Fullerton, CA 92834, USA","institution_ids":["https://openalex.org/I142934699"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5077503306","display_name":"Maosen Zhong","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I165143802","display_name":"The University of Queensland","ror":"https://ror.org/00rqy9422","country_code":"AU","type":"education","lineage":["https://openalex.org/I165143802"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"M ZHONG","raw_affiliation_strings":["UQ Business School, The University of Queensland, Brisbane, Qld. 4072, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"UQ Business School, The University of Queensland, Brisbane, Qld. 4072, Australia","institution_ids":["https://openalex.org/I165143802"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5077503306"],"corresponding_institution_ids":["https://openalex.org/I165143802"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":0.5693,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.84660109,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"29","issue":"3","first_page":"579","last_page":"601"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9965999722480774,"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":0.9965999722480774,"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":0.00139999995008111,"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":0.0003000000142492354,"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/consumption-capital-asset-pricing-model","display_name":"consumption-based asset pricing","score":0.8579999804496765},{"id":"https://openalex.org/keywords/habit-formation","display_name":"habit formation","score":0.9959999918937683},{"id":"https://openalex.org/keywords/international-stock-returns","display_name":"international stock returns","score":0.8489999771118164},{"id":"https://openalex.org/keywords/return-predictability","display_name":"return predictability","score":0.8379999995231628},{"id":"https://openalex.org/keywords/cross-section-of-stock-returns","display_name":"cross-section of stock returns","score":0.7559999823570251},{"id":"https://openalex.org/keywords/global-market-integration","display_name":"international market integration","score":0.8019999861717224},{"id":"https://openalex.org/keywords/international-stock-markets","display_name":"international stock markets","score":0.7559999823570251},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"capital asset pricing model","score":0.48899999260902405},{"id":"https://openalex.org/keywords/three-factor-model","display_name":"three-factor model","score":0.6460000276565552}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.8602641820907593},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.7352885007858276},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7067232131958008},{"id":"https://openalex.org/C44670240","wikidata":"https://www.wikidata.org/wiki/Q1299714","display_name":"Habit","level":2,"score":0.6054473519325256},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5886027812957764},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5874168872833252},{"id":"https://openalex.org/C30772137","wikidata":"https://www.wikidata.org/wiki/Q5164762","display_name":"Consumption (sociology)","level":2,"score":0.5770177841186523},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5678238272666931},{"id":"https://openalex.org/C101161028","wikidata":"https://www.wikidata.org/wiki/Q129096","display_name":"Equity premium puzzle","level":3,"score":0.47154808044433594},{"id":"https://openalex.org/C167626555","wikidata":"https://www.wikidata.org/wiki/Q5164759","display_name":"Consumption-based capital asset pricing model","level":3,"score":0.47101080417633057},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4000498950481415},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3314601182937622},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C36289849","wikidata":"https://www.wikidata.org/wiki/Q34749","display_name":"Social science","level":1,"score":0.0},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","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},{"id":"https://openalex.org/C542102704","wikidata":"https://www.wikidata.org/wiki/Q183257","display_name":"Psychotherapist","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/s0378-4266(04)00049-4","doi":"https://doi.org/10.1016/s0378-4266(04)00049-4","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0378-4266(04)00049-4","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"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.5600000023841858,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7098152896","https://openalex.org/W1994696417","https://openalex.org/W1986885332","https://openalex.org/W2260080628","https://openalex.org/W3122913426","https://openalex.org/W2027043332","https://openalex.org/W4391753749","https://openalex.org/W3126001702","https://openalex.org/W1972947779","https://openalex.org/W3111560169"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-24T09:50:30.924529","created_date":"2022-05-12T00:00:00"}