{"id":"https://openalex.org/W1991533188","doi":"https://doi.org/10.1080/002077299292128","title":"Comparing the causality patterns between some Scandinavian stock returns and global return factors","display_name":"Comparing the causality patterns between some Scandinavian stock returns and global return factors","publication_year":1999,"publication_date":"1999-01-01","ids":{"openalex":"https://openalex.org/W1991533188","doi":"https://doi.org/10.1080/002077299292128","mag":"1991533188"},"language":"en","primary_location":{"id":"doi:10.1080/002077299292128","is_oa":false,"landing_page_url":"https://doi.org/10.1080/002077299292128","pdf_url":null,"source":{"id":"https://openalex.org/S129640837","display_name":"International Journal of Systems Science","issn_l":"0020-7721","issn":["0020-7721","1464-5319"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Systems Science","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/A5036281828","display_name":"Ralf \u00d6stermark","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Ralf Ostermark","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5086802070","display_name":"Jaana Aaltonen","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jaana Aaltonen","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5036281828"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.15730931,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"30","issue":"6","first_page":"611","last_page":"626"},"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":0.9659000039100647,"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":0.9659000039100647,"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/granger-causality","display_name":"Granger causality","score":0.7293991446495056},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.7132100462913513},{"id":"https://openalex.org/keywords/causality","display_name":"Causality (physics)","score":0.6942645907402039},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6394170522689819},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.532020092010498},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.47351884841918945},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4338882267475128},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.16589918732643127}],"concepts":[{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.7293991446495056},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.7132100462913513},{"id":"https://openalex.org/C64357122","wikidata":"https://www.wikidata.org/wiki/Q1149766","display_name":"Causality (physics)","level":2,"score":0.6942645907402039},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6394170522689819},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.532020092010498},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.47351884841918945},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4338882267475128},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.16589918732643127},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/002077299292128","is_oa":false,"landing_page_url":"https://doi.org/10.1080/002077299292128","pdf_url":null,"source":{"id":"https://openalex.org/S129640837","display_name":"International Journal of Systems Science","issn_l":"0020-7721","issn":["0020-7721","1464-5319"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Systems Science","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.5099999904632568}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W126301054","https://openalex.org/W4251195004","https://openalex.org/W4242807451","https://openalex.org/W2127540830","https://openalex.org/W2035792466","https://openalex.org/W2977645287","https://openalex.org/W4251418261","https://openalex.org/W1972675643","https://openalex.org/W2154758532","https://openalex.org/W2370669686"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"study":[4],"the":[5,45,59,70],"Granger":[6,42],"causality":[7,43,88],"between":[8,44],"Scandinavian":[9],"stock":[10,72],"returns":[11,48],"and":[12,38,49,64],"a":[13,34],"representative":[14],"set":[15],"of":[16],"global":[17,30,84],"return":[18],"factors.":[19,82],"The":[20,41,54,74,83],"database":[21],"is":[22,52,62,77],"initially":[23],"subjected":[24],"to":[25],"factor":[26,61],"analysis,":[27],"where":[28],"three":[29,81],"factors":[31,51,85],"are":[32],"identified,":[33],"European,":[35],"an":[36,39,66],"American":[37],"Asian.":[40],"Finnish-Swedish":[46],"market":[47],"these":[50],"studied.":[53],"results":[55],"indicate":[56],"that":[57],"only":[58],"European":[60],"relevant":[63],"has":[65],"incremental":[67],"impact":[68],"on":[69],"Nordic":[71],"returns.":[73],"timeliness":[75],"hypothesis":[76],"accepted":[78],"for":[79],"all":[80],"exhibit":[86],"interesting":[87],"patterns":[89],"over":[90],"time.":[91]},"counts_by_year":[{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}