{"id":"https://openalex.org/W4394863656","doi":"https://doi.org/10.2139/ssrn.4785874","title":"Are There Fences in the Global Factor Zoo?","display_name":"Are There Fences in the Global Factor Zoo?","publication_year":2024,"publication_date":"2024-01-01","ids":{"openalex":"https://openalex.org/W4394863656","doi":"https://doi.org/10.2139/ssrn.4785874"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.4785874","doi":"https://doi.org/10.2139/ssrn.4785874","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4785874","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":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.4785874","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045474212","display_name":"Merlin Bartel","orcid":"https://orcid.org/0000-0002-2854-6609","observed_orcids":["https://orcid.org/0000-0002-2854-6609"]},"institutions":[{"id":"https://openalex.org/I184656255","display_name":"University of Liechtenstein","ror":"https://ror.org/01qjrx392","country_code":"LI","type":"education","lineage":["https://openalex.org/I184656255"]}],"countries":["LI"],"is_corresponding":true,"raw_author_name":"Merlin Bartel","raw_affiliation_strings":["University of Liechtenstein","University of Liechtenstein, Fuerst Franz Josef-Strasse, Vaduz, 9490, Liechtenstein"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Liechtenstein","institution_ids":["https://openalex.org/I184656255"]},{"raw_affiliation_string":"University of Liechtenstein, Fuerst Franz Josef-Strasse, Vaduz, 9490, Liechtenstein","institution_ids":["https://openalex.org/I184656255"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018386903","display_name":"Sebastian St\u00f6ckl","orcid":"https://orcid.org/0000-0002-4196-6093","observed_orcids":["https://orcid.org/0000-0002-4196-6093"]},"institutions":[{"id":"https://openalex.org/I184656255","display_name":"University of Liechtenstein","ror":"https://ror.org/01qjrx392","country_code":"LI","type":"education","lineage":["https://openalex.org/I184656255"]}],"countries":["LI"],"is_corresponding":false,"raw_author_name":"Sebastian St\u00f6ckl","raw_affiliation_strings":["University of Liechtenstein","University of Liechtenstein, F\u00fcrst-Franz-Josef-Strasse, Vaduz, FL-9490, Liechtenstein"],"raw_orcid":"https://orcid.org/0000-0002-4196-6093","affiliations":[{"raw_affiliation_string":"University of Liechtenstein","institution_ids":["https://openalex.org/I184656255"]},{"raw_affiliation_string":"University of Liechtenstein, F\u00fcrst-Franz-Josef-Strasse, Vaduz, FL-9490, Liechtenstein","institution_ids":["https://openalex.org/I184656255"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075075440","display_name":"Joshua Traut","orcid":"https://orcid.org/0000-0003-1627-1297","observed_orcids":["https://orcid.org/0000-0003-1627-1297"]},"institutions":[{"id":"https://openalex.org/I202963720","display_name":"University of St.Gallen","ror":"https://ror.org/0561a3s31","country_code":"CH","type":"education","lineage":["https://openalex.org/I202963720"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Joshua Traut","raw_affiliation_strings":["University of St. Gallen","University of St. Gallen, Swiss Institute of Banking and Finance, Unterer Graben 21, St.Gallen, St. Gallen 9000, Switzerland"],"raw_orcid":"https://orcid.org/0000-0003-1627-1297","affiliations":[{"raw_affiliation_string":"University of St. Gallen","institution_ids":["https://openalex.org/I202963720"]},{"raw_affiliation_string":"University of St. Gallen, Swiss Institute of Banking and Finance, Unterer Graben 21, St.Gallen, St. Gallen 9000, Switzerland","institution_ids":["https://openalex.org/I202963720"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045474212"],"corresponding_institution_ids":["https://openalex.org/I184656255"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.00019999999494757503,"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"}},{"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"}}],"keywords":[{"id":"https://openalex.org/keywords/factor-momentum","display_name":"factor momentum","score":0.7170000076293945},{"id":"https://openalex.org/keywords/local-factors","display_name":"local factors","score":0.5490000247955322},{"id":"https://openalex.org/keywords/global-factors","display_name":"global factors","score":0.7049999833106995},{"id":"https://openalex.org/keywords/regional-factors","display_name":"regional factors","score":0.8930000066757202},{"id":"https://openalex.org/keywords/asset-pricing-models","display_name":"asset pricing models","score":0.7580000162124634},{"id":"https://openalex.org/keywords/structural-integration","display_name":"structural integration","score":0.921999990940094},{"id":"https://openalex.org/keywords/momentum-investing","display_name":"momentum strategies","score":0.7720000147819519},{"id":"https://openalex.org/keywords/international-asset-pricing","display_name":"international asset pricing","score":0.6399999856948853},{"id":"https://openalex.org/keywords/japan","display_name":"Japan","score":0.3310000002384186}],"concepts":[{"id":"https://openalex.org/C197640229","wikidata":"https://www.wikidata.org/wiki/Q2534066","display_name":"Predictability","level":2,"score":0.8280532360076904},{"id":"https://openalex.org/C2780154274","wikidata":"https://www.wikidata.org/wiki/Q7126717","display_name":"Download","level":2,"score":0.6872736811637878},{"id":"https://openalex.org/C2781039887","wikidata":"https://www.wikidata.org/wiki/Q1391724","display_name":"Factor (programming language)","level":2,"score":0.6578409075737},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5163286924362183},{"id":"https://openalex.org/C60718061","wikidata":"https://www.wikidata.org/wiki/Q1414747","display_name":"Momentum (technical analysis)","level":2,"score":0.5103859305381775},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.3344675898551941},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14747095108032227},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14163070917129517},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12606850266456604},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.100788414478302},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.09614789485931396}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.4785874","doi":"https://doi.org/10.2139/ssrn.4785874","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4785874","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":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.4785874","doi":"https://doi.org/10.2139/ssrn.4785874","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4785874","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":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1570483996","https://openalex.org/W2035293670","https://openalex.org/W2103679355","https://openalex.org/W2117178635","https://openalex.org/W2151306296","https://openalex.org/W2328699767","https://openalex.org/W2799643291","https://openalex.org/W2890231723","https://openalex.org/W2893691638","https://openalex.org/W3096467330","https://openalex.org/W3121843475","https://openalex.org/W3122311863","https://openalex.org/W3122404646","https://openalex.org/W3122909691","https://openalex.org/W3123226880","https://openalex.org/W3124228043","https://openalex.org/W3128785084","https://openalex.org/W3131621821","https://openalex.org/W3206982128","https://openalex.org/W4226129903","https://openalex.org/W4230576380","https://openalex.org/W4316494609","https://openalex.org/W4324335381","https://openalex.org/W4362514826","https://openalex.org/W4389125708"],"related_works":["https://openalex.org/W4400274843","https://openalex.org/W7208552156","https://openalex.org/W4383107140","https://openalex.org/W3096467330","https://openalex.org/W7039227085","https://openalex.org/W4416027794","https://openalex.org/W7223455078","https://openalex.org/W2260962141","https://openalex.org/W7104640277","https://openalex.org/W3123433259"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2024-04-17T00:00:00"}
