{"entities":{"Q5964757":{"pageid":8141559,"ns":120,"title":"Item:Q5964757","lastrevid":52468148,"modified":"2026-01-22T17:43:18Z","type":"item","id":"Q5964757","labels":{"en":{"language":"en","value":"A reexamination of stock return predictability"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6547761"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$DBE207DD-C55E-4346-80BB-EFB2015D170E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"77aa5d882185b451cf76d689cbead92eb6e6d586","datavalue":{"value":{"text":"A reexamination of stock return predictability","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5964757$DAD26156-C0D0-45E1-93ED-F8D63BD4BABB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"784cbc5f049f687f9f2baa3cbdd3327ada033215","datavalue":{"value":"1419.62223","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$39AD4970-7AB0-4CA5-9809-0ABF13DB46AA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2f3c5106c1448128d90b3d5f3df4db04b574ce9a","datavalue":{"value":{"entity-type":"item","numeric-id":250893,"id":"Q250893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$DC890DAC-0C89-4A0E-9897-CA8741B1E1C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4c55b6f5fd040c82287b2c957027822057856d15","datavalue":{"value":{"entity-type":"item","numeric-id":250894,"id":"Q250894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$7D8B3ED1-0F8B-4905-86DE-C0AF99FCDA18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"de24988c1c9077fe0a7ccccdc54f460c1452f7ee","datavalue":{"value":{"entity-type":"item","numeric-id":250885,"id":"Q250885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$D90E6C41-526A-4DF7-9B7B-B77F0E30D385","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$E7A7FB5A-C9C2-4CE8-B087-7B2BE2CFB239","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"40a47289abfd31f69fe37ba4c6b3070ad16edf97","datavalue":{"value":{"time":"+2016-03-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5964757$3C9D5AC1-2632-43FF-A6A4-3DC3849B5BF0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$A3CD4861-4DCE-4F72-972A-703A5AF33966","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$7B603467-3C31-4156-98D5-04028A6CB608","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"98c4a008f2cae108c876f3b40d7cc8cbe1907188","datavalue":{"value":"6547761","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$EFE88D09-D0B4-4F01-A172-8666B546043A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"75e6467c0eaa9d329ded7a2224bbb0bf462056ba","datavalue":{"value":"predictive regression","type":"string"},"datatype":"string"},"type":"statement","id":"Q5964757$2E54EB07-D308-433C-8111-8C093050143B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"66c1fb9ff0d0aa4827ed6f0341472ba3f4f0a4e7","datavalue":{"value":"time change","type":"string"},"datatype":"string"},"type":"statement","id":"Q5964757$F8047B57-B17E-4D98-8C28-D992794C65C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da1e405b426e797a356283ec24be1331df2fa4ec","datavalue":{"value":"Cauchy estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q5964757$C12ED059-9B1B-4BA4-AC9A-A39FC2B717A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7f84bd206459c8020060fcf0ceebdfca4f2855a","datavalue":{"value":"nonstationarity","type":"string"},"datatype":"string"},"type":"statement","id":"Q5964757$2A8630EB-E7A2-4FD8-851A-5DC479F05A76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5964757$B81DF7D8-24E7-4236-B12B-0B0594B4DEAD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$443CE846-B82F-4597-AD7B-D57880EC57C8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5f917ecd294e71362cbdba53817021af091caf49","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2015.02.048","type":"string"},"datatype":"url"},"type":"statement","id":"Q5964757$F726C647-1F75-4455-A94D-DF75922E4CA4","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"099820970f11df6ca7ef784b4d43f3550f747aec","datavalue":{"value":"W2231089071","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$A234F252-A222-456B-877C-04C72CBF569E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1767cb639b757f61986ae04db710a870a864bbad","datavalue":{"value":{"entity-type":"item","numeric-id":4471134,"id":"Q4471134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$6330E573-A4D7-46DB-ABE6-1D36A0CE4DA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34499f05bfb130001e943a5b8743692e69864768","datavalue":{"value":{"entity-type":"item","numeric-id":528006,"id":"Q528006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$C28A2D73-8493-43D9-8063-AC219AF3042C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"16a013f2e2a5e045bf29696f08fcb9663c972d6c","datavalue":{"value":{"entity-type":"item","numeric-id":277161,"id":"Q277161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$F47AB694-53CB-4A22-9245-08E6376A39DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0756cdff40c2f27a2a012d7168e18caccdbc332d","datavalue":{"value":{"entity-type":"item","numeric-id":5475035,"id":"Q5475035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$5D880433-1E89-4371-BEE6-8F94AD06325C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9423e72f05d3b4366399c0e0e0a9e9d383b9e376","datavalue":{"value":{"entity-type":"item","numeric-id":737279,"id":"Q737279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$E3556876-C040-426C-BA9D-A252DAE62402","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"080f54544e88fe917d8d910a5fd9d890c6b60b22","datavalue":{"value":{"entity-type":"item","numeric-id":4855691,"id":"Q4855691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$7ED48621-A442-46FA-980E-E2E56DC9A862","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1b284e0dbd3d1b352059a484f15def48569ff3d","datavalue":{"value":{"entity-type":"item","numeric-id":3157845,"id":"Q3157845"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$4C8351F2-3CF5-405F-AD0D-C27E0BFC2581","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2cfbefc1f0ad482bb801dff931aa8c65cccb0fff","datavalue":{"value":{"entity-type":"item","numeric-id":451288,"id":"Q451288"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$39A97F2B-2270-478D-A9D5-5219F0FCE9B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e950e79b15bfc3889b6e85e1008883a57f192a2","datavalue":{"value":{"entity-type":"item","numeric-id":1858972,"id":"Q1858972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$77AEAA6C-797F-4D3C-B9D5-4E9F5B28CC11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdb0be7d565c38a295c4c9aa22181821f446b3f6","datavalue":{"value":{"entity-type":"item","numeric-id":527966,"id":"Q527966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$8B97EB9A-9177-4A9D-B1B3-860BCFFFFDF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bae20a3ce3521153c916ffe9c7a507f78bb5e1be","datavalue":{"value":{"entity-type":"item","numeric-id":2772838,"id":"Q2772838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$DF8DEB9E-779C-49DF-AA76-52591C4ECB7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c01d019e92b9306a256b366a9853628a28960f83","datavalue":{"value":{"entity-type":"item","numeric-id":5411513,"id":"Q5411513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$691B7FE3-A4BC-4A4E-AE15-1316B0E67B2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0dbf3ace3b42467c4170d1caadf1a1a2c9a70e6c","datavalue":{"value":{"entity-type":"item","numeric-id":278499,"id":"Q278499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$1B3762FE-F175-4628-BAE2-6973DC4351B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"77e2f20ee71dbd0707bddd5ac4878e6e021a8696","datavalue":{"value":{"entity-type":"item","numeric-id":3114845,"id":"Q3114845"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$3A26C3AD-A106-4BF3-9FDD-DE6247E33561","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"654ee68b9de6d4ee28d4b9bcf0fd2be4824b1b9c","datavalue":{"value":{"entity-type":"item","numeric-id":3911791,"id":"Q3911791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$ED88A3C8-7AF2-45E0-97C0-E806F21270E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e79e03814ff90768067e149a2c1395ddbcf4a1f","datavalue":{"value":{"entity-type":"item","numeric-id":899508,"id":"Q899508"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$A3828A90-DE92-4F2C-9D3D-E8B1E1BDDD95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"31d8c1d91a4ed22c3aa6f4f53270c53d4986cd9b","datavalue":{"value":{"entity-type":"item","numeric-id":4677041,"id":"Q4677041"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$25E86AB9-962E-4F83-A4CB-F85954256595","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f286463c74f0238eac0432ac6bd8fc47c3bb3288","datavalue":{"value":{"entity-type":"item","numeric-id":2716478,"id":"Q2716478"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$9440AE84-0FC1-457A-AA30-912C7D7EBFA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"decc96234942bc6378dbf2bc00e787ea4e446830","datavalue":{"value":{"entity-type":"item","numeric-id":1858976,"id":"Q1858976"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$A593AEC3-C30B-4C5C-8379-DE621EB995C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52b6d246c5615415ddd3b96e723c9b01b83c7ae6","datavalue":{"value":{"entity-type":"item","numeric-id":4512689,"id":"Q4512689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$E6D0D789-2310-47A6-86A6-AD997BDFC466","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00f4af294762797cddbe30235098a3ff52aaf1aa","datavalue":{"value":{"entity-type":"item","numeric-id":3800934,"id":"Q3800934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$FFFFB82A-AF24-4C9A-A06A-3E2610C2260C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7a7d8d68dd8d88674ebf6058dfa0c3587ab5c034","datavalue":{"value":{"entity-type":"item","numeric-id":4663402,"id":"Q4663402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$3A698C48-1836-431E-828F-4844028D74BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd73da1938034c240d35f96ece6e095d1c6e9380","datavalue":{"value":{"entity-type":"item","numeric-id":4512729,"id":"Q4512729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$9EB02C64-854B-4B24-B2D3-61232D6F9B82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de8a95bcbb0cf43eaf22c83a36e65cd661c40967","datavalue":{"value":{"entity-type":"item","numeric-id":1284588,"id":"Q1284588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$A7A37F85-C517-4EAA-8A06-849888D3A510","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddc9bc2af135de5027ea7bc7a43307b3d1c62e34","datavalue":{"value":{"entity-type":"item","numeric-id":4549735,"id":"Q4549735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5964757$A16B8E32-9FA4-4A5C-8A28-4B4787404B97","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"46fa337ba4542213bb0853097cf941189385c2c5","datavalue":{"value":"10.1016/J.JECONOM.2015.02.048","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5964757$CDA97F25-E881-4DCD-A509-E0774EF32A56","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"971b8e62df2ed2876df039dfe079237b1b76c354","datavalue":{"value":{"entity-type":"item","numeric-id":2227069,"id":"Q2227069"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6b2b547af770782d5e8c70f9891f2affbf032688","datavalue":{"value":{"amount":"+0.831282377243042","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5964757$267F0F2D-FED8-44C1-8455-EE5286010683","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a48ce7e3f01feff25d19796a87e355b8acf68b65","datavalue":{"value":{"entity-type":"item","numeric-id":4683081,"id":"Q4683081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9728f6ee51ea32dc6841b88e27039d88e8701e4","datavalue":{"value":{"amount":"+0.802238404750824","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5964757$F86EC7AA-D917-4F10-9FB7-062DFF8807D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca1964437dcca0a6f3ab53fdf92f2395db4e0ec0","datavalue":{"value":{"entity-type":"item","numeric-id":5870230,"id":"Q5870230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0757ff3cbf6cb5a47087708a32376694baf7716e","datavalue":{"value":{"amount":"+0.7834674119949341","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5964757$B3B05FB4-751E-4BA8-8770-99760F8EE7B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cc735ea6e090c53b84d81e6c8e2f46fbd50450d8","datavalue":{"value":{"entity-type":"item","numeric-id":6108967,"id":"Q6108967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"02b5286ef7c942fe9ec777ecc912217280a6fab7","datavalue":{"value":{"amount":"+0.7741923928260803","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5964757$C17EE8AA-5904-4365-8158-B61E41119BF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d54c178a238a6385fd0d0de9a033bd0744bd7962","datavalue":{"value":{"entity-type":"item","numeric-id":991357,"id":"Q991357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c546a39d00e0520acc2278549f2cf6327d275c0d","datavalue":{"value":{"amount":"+0.7647002935409546","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5964757$8BA4DA4C-E1BE-4F2F-B9F1-68B69F5D7EFF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5964757","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5964757"}}}}}