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Record W4402390234 · doi:10.24818/rfb.23.16.01.05

Mapping the Intellectual Structure of Asset Pricing: A Bibliometric Study

2024· article· en· W4402390234 on OpenAlexaboutno aff
Pooja Jai Pal Sharma

Bibliographic record

VenueThe Review of Finance and Banking · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsCapital asset pricing modelBusinessAsset (computer security)Computer scienceFinance

Abstract

fetched live from OpenAlex

This paper presents a bibliometric analysis of research on asset pricing and identifies and highlights the most significant authors, keywords, articles, and journals based on a systematic literature review and Bibliometric analysis of 915 documents published over 33 years (1989-2022), obtained from the web of science database, to discover the noticeable landscape and research horizons in the field of asset pricing theory. This descriptive study demonstrates an upward trend in ”asset pricing’ papers in business and finance journals. According to the report, the United States is the leading contributor to the ”asset pricing” study, followed by the Netherlands, the United Kingdom, Canada, and France. The authors, papers, and citation-based analyses show that Acharya vv; Albuquerque R, Aih, and Acciaio B are the most effective and influential asset pricing researchers, followed by Affleck Graves J and Akdeniz L. In terms of restrictions, our research is limited to the Web of Science database. Investigations from other databases could be used in future studies. We’ve also limited Bibliometric analysis to a few dimensions. Future research would look at networking from a different perspective. In our analysis, we limited ourselves to simply looking at scientific articles. Despite these flaws, we feel the study has research and management implications

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Direct model labels (unvalidated)

Per-model category and study-design labels from the labeling rounds. They are machine output, unvalidated, and the disagreement between models ships as data. No study design here is MEDLINE-validated yet.

Model armCategoriesStudy designConfidence
gemmaBibliometrics
Domain: not available · Genre: Empirical
About the Canadian research system: no · About a Canadian topic: no
Observationalhigh
gptBibliometrics
Domain: not available · Genre: Review
About the Canadian research system: no · About a Canadian topic: no
Systematic reviewhigh
models splitAgreement compares identical category sets and study designs across arms.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.814
Threshold uncertainty score0.839

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.017
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.050
GPT teacher head0.260
Teacher spread0.209 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Labeled directly by 2 models reading the full record.

Bibliometrics

The models disagree on parts of this classification; every voice is preserved in the section at the end of the page.

Study designObservational · Systematic review
Domainnot available
GenreEmpirical · Review

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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