{"id":"https://openalex.org/W2950585875","doi":"https://doi.org/10.1007/s00500-019-04126-9","title":"Public information, heterogeneous attention and market instability","display_name":"Public information, heterogeneous attention and market instability","publication_year":2019,"publication_date":"2019-06-22","ids":{"openalex":"https://openalex.org/W2950585875","doi":"https://doi.org/10.1007/s00500-019-04126-9","mag":"2950585875"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-019-04126-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04126-9","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"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/A5109506824","display_name":"Chengyao Wu","orcid":null},"institutions":[{"id":"https://openalex.org/I119454577","display_name":"Nanjing Agricultural University","ror":"https://ror.org/05td3s095","country_code":"CN","type":"education","lineage":["https://openalex.org/I119454577"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Chengyao Wu","raw_affiliation_strings":["School of Finance, Nanjing Agricultural University, Nanjing, 210095, China"],"affiliations":[{"raw_affiliation_string":"School of Finance, Nanjing Agricultural University, Nanjing, 210095, China","institution_ids":["https://openalex.org/I119454577"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088798359","display_name":"Huiyang Chen","orcid":"https://orcid.org/0000-0002-9926-9864"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Huiyang Chen","raw_affiliation_strings":["Jiangsu Phoenix Digital Media Co., Ltd., Phoenix Publishing and Media, Inc., Nanjing, 210009, China"],"affiliations":[{"raw_affiliation_string":"Jiangsu Phoenix Digital Media Co., Ltd., Phoenix Publishing and Media, Inc., Nanjing, 210009, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100416334","display_name":"Peng Peng","orcid":"https://orcid.org/0000-0003-2838-2111"},"institutions":[{"id":"https://openalex.org/I119454577","display_name":"Nanjing Agricultural University","ror":"https://ror.org/05td3s095","country_code":"CN","type":"education","lineage":["https://openalex.org/I119454577"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Peng Peng","raw_affiliation_strings":["School of Finance, Nanjing Agricultural University, Nanjing, 210095, China"],"affiliations":[{"raw_affiliation_string":"School of Finance, Nanjing Agricultural University, Nanjing, 210095, China","institution_ids":["https://openalex.org/I119454577"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045329943","display_name":"Yonghua Cen","orcid":"https://orcid.org/0000-0003-4321-8889"},"institutions":[{"id":"https://openalex.org/I36399199","display_name":"Nanjing University of Science and Technology","ror":"https://ror.org/00xp9wg62","country_code":"CN","type":"education","lineage":["https://openalex.org/I36399199"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yonghua Cen","raw_affiliation_strings":["School of Economics and Management, Nanjing University of Science and Technology, Nanjing, 210094, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Nanjing University of Science and Technology, Nanjing, 210094, China","institution_ids":["https://openalex.org/I36399199"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5109506824"],"corresponding_institution_ids":["https://openalex.org/I119454577"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.5451,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.80872721,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"24","issue":"5","first_page":"3591","last_page":"3599"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998000264167786,"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"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9998000264167786,"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"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9952999949455261,"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":0.9702000021934509,"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/stylized-fact","display_name":"Stylized fact","score":0.8900457620620728},{"id":"https://openalex.org/keywords/stochastic-game","display_name":"Stochastic game","score":0.7382240295410156},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5880403518676758},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.5332821011543274},{"id":"https://openalex.org/keywords/instability","display_name":"Instability","score":0.5315700769424438},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4638158679008484},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"Market microstructure","score":0.45032280683517456},{"id":"https://openalex.org/keywords/public-information","display_name":"Public information","score":0.4199336767196655},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3767518997192383},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.21625131368637085},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1621973216533661},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1518518328666687}],"concepts":[{"id":"https://openalex.org/C38935604","wikidata":"https://www.wikidata.org/wiki/Q4330363","display_name":"Stylized fact","level":2,"score":0.8900457620620728},{"id":"https://openalex.org/C22171661","wikidata":"https://www.wikidata.org/wiki/Q1074380","display_name":"Stochastic game","level":2,"score":0.7382240295410156},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5880403518676758},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.5332821011543274},{"id":"https://openalex.org/C207821765","wikidata":"https://www.wikidata.org/wiki/Q405372","display_name":"Instability","level":2,"score":0.5315700769424438},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4638158679008484},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.45032280683517456},{"id":"https://openalex.org/C2984117370","wikidata":"https://www.wikidata.org/wiki/Q133080","display_name":"Public information","level":2,"score":0.4199336767196655},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3767518997192383},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.21625131368637085},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1621973216533661},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1518518328666687},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","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/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"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/C57879066","wikidata":"https://www.wikidata.org/wiki/Q41217","display_name":"Mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C108827166","wikidata":"https://www.wikidata.org/wiki/Q175975","display_name":"Internet privacy","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-019-04126-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04126-9","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.47999998927116394}],"awards":[{"id":"https://openalex.org/G2522972774","display_name":null,"funder_award_id":"KJQN201627","funder_id":"https://openalex.org/F4320325211","funder_display_name":"Nanjing Agricultural University"},{"id":"https://openalex.org/G4276417594","display_name":null,"funder_award_id":"71503130","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5437403502","display_name":null,"funder_award_id":"71803083","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6292032570","display_name":null,"funder_award_id":"SKCX2017007","funder_id":"https://openalex.org/F4320325211","funder_display_name":"Nanjing Agricultural University"},{"id":"https://openalex.org/G8791439176","display_name":null,"funder_award_id":"71471089","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320325211","display_name":"Nanjing Agricultural University","ror":"https://ror.org/05td3s095"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W1560849420","https://openalex.org/W1968836297","https://openalex.org/W1982440863","https://openalex.org/W1999918735","https://openalex.org/W2006128341","https://openalex.org/W2019810426","https://openalex.org/W2023894595","https://openalex.org/W2046519558","https://openalex.org/W2056367097","https://openalex.org/W2067976363","https://openalex.org/W2106988883","https://openalex.org/W2126736949","https://openalex.org/W2129525919","https://openalex.org/W2130841897","https://openalex.org/W2132527043","https://openalex.org/W2133008468","https://openalex.org/W2143182889","https://openalex.org/W2223042430","https://openalex.org/W2246399206","https://openalex.org/W2315462057","https://openalex.org/W2323678723","https://openalex.org/W2418810616","https://openalex.org/W2593999556","https://openalex.org/W2606926586","https://openalex.org/W2753434909","https://openalex.org/W2803263920","https://openalex.org/W2804318406","https://openalex.org/W2999510989","https://openalex.org/W3121227455","https://openalex.org/W3121419301","https://openalex.org/W3121958005","https://openalex.org/W3122799874","https://openalex.org/W3122944446","https://openalex.org/W3123348643","https://openalex.org/W3123653015","https://openalex.org/W3123777004","https://openalex.org/W3124655772","https://openalex.org/W3125358545","https://openalex.org/W3125381725","https://openalex.org/W3125406778","https://openalex.org/W3125591525","https://openalex.org/W3125789827","https://openalex.org/W3126020955","https://openalex.org/W4238154248","https://openalex.org/W4245003758"],"related_works":["https://openalex.org/W2091375839","https://openalex.org/W2133583745","https://openalex.org/W2953637500","https://openalex.org/W2142027349","https://openalex.org/W4233196623","https://openalex.org/W2043128267","https://openalex.org/W2201563956","https://openalex.org/W3124912709","https://openalex.org/W1990150002","https://openalex.org/W2950585875"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
