Get quick answers to your questions about the article from our AI researcher chatbot
{'id': 'https://openalex.org/W3023539864', 'doi': 'https://doi.org/10.1017/s0022109000001848', 'title': 'Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance', 'display_name': 'Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance', 'publication_year': 2005, 'publication_date': '2005-09-01', 'ids': {'openalex': 'https://openalex.org/W3023539864', 'doi': 'https://doi.org/10.1017/s0022109000001848', 'mag': '3023539864'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1017/s0022109000001848', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S193228710', 'display_name': 'Journal of Financial and Quantitative Analysis', 'issn_l': '0022-1090', 'issn': ['0022-1090', '1756-6916'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310311721', 'host_organization_name': 'Cambridge University Press', 'host_organization_lineage': ['https://openalex.org/P4310311721', 'https://openalex.org/P4310311702'], 'host_organization_lineage_names': ['Cambridge University Press', 'University of Cambridge'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': True, 'oa_status': 'green', 'oa_url': 'https://research.tilburguniversity.edu/files/543903/111.pdf', 'any_repository_has_fulltext': True}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5069568058', 'display_name': 'Guillermo Baquero', 'orcid': 'https://orcid.org/0000-0003-1929-7863'}, 'institutions': [], 'countries': [], 'is_corresponding': False, 'raw_author_name': 'Guillermo Baquero', 'raw_affiliation_strings': ['RSM Erasmus University'], 'affiliations': [{'raw_affiliation_string': 'RSM Erasmus University', 'institution_ids': []}]}, {'author_position': 'middle', 'author': {'id': 'https://openalex.org/A5067479037', 'display_name': 'Jenke ter Horst', 'orcid': None}, 'institutions': [], 'countries': [], 'is_corresponding': False, 'raw_author_name': 'Jenke ter Horst', 'raw_affiliation_strings': ['RSM Erasmus University'], 'affiliations': [{'raw_affiliation_string': 'RSM Erasmus University', 'institution_ids': []}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5064120545', 'display_name': 'Marno Verbeek', 'orcid': 'https://orcid.org/0000-0002-4079-6774'}, 'institutions': [], 'countries': [], 'is_corresponding': False, 'raw_author_name': 'Marno Verbeek', 'raw_affiliation_strings': [], 'affiliations': []}], 'institution_assertions': [], 'countries_distinct_count': 0, 'institutions_distinct_count': 0, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': None, 'apc_paid': None, 'fwci': 15.355, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 289, 'citation_normalized_percentile': {'value': 0.999865, 'is_in_top_1_percent': True, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 98, 'max': 99}, 'biblio': {'volume': '40', 'issue': '3', 'first_page': '493', 'last_page': '517'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10047', 'display_name': 'Asset Pricing and Market Efficiency', 'score': 0.9998, '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': 'Asset Pricing and Market Efficiency', 'score': 0.9998, '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/T10282', 'display_name': 'Modeling and Forecasting Financial Volatility', 'score': 0.9949, '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/T11270', 'display_name': 'Econophysics: Complexity in Financial Markets', 'score': 0.9939, '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/decile', 'display_name': 'Decile', 'score': 0.8822148}, {'id': 'https://openalex.org/keywords/persistence', 'display_name': 'Persistence (discontinuity)', 'score': 0.8022704}, {'id': 'https://openalex.org/keywords/sampling-bias', 'display_name': 'Sampling bias', 'score': 0.5536045}, {'id': 'https://openalex.org/keywords/investment-style', 'display_name': 'Investment style', 'score': 0.55168813}, {'id': 'https://openalex.org/keywords/behavioral-finance', 'display_name': 'Behavioral Finance', 'score': 0.529901}, {'id': 'https://openalex.org/keywords/hedge-funds', 'display_name': 'Hedge Funds', 'score': 0.528438}, {'id': 'https://openalex.org/keywords/liquidity-risk', 'display_name': 'Liquidity Risk', 'score': 0.50889}, {'id': 'https://openalex.org/keywords/quarter', 'display_name': 'Quarter (Canadian coin)', 'score': 0.4974101}, {'id': 'https://openalex.org/keywords/investment', 'display_name': 'Investment (military)', 'score': 0.49705508}, {'id': 'https://openalex.org/keywords/style-analysis', 'display_name': 'Style analysis', 'score': 0.47129074}, {'id': 'https://openalex.org/keywords/returns-based-style-analysis', 'display_name': 'Returns-based style analysis', 'score': 0.41695637}], 'concepts': [{'id': 'https://openalex.org/C147021879', 'wikidata': 'https://www.wikidata.org/wiki/Q3027971', 'display_name': 'Decile', 'level': 2, 'score': 0.8822148}, {'id': 'https://openalex.org/C204434749', 'wikidata': 'https://www.wikidata.org/wiki/Q105611', 'display_name': 'Hedge fund', 'level': 2, 'score': 0.83953834}, {'id': 'https://openalex.org/C2781009140', 'wikidata': 'https://www.wikidata.org/wiki/Q7170389', 'display_name': 'Persistence (discontinuity)', 'level': 2, 'score': 0.8022704}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.6210035}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.5769063}, {'id': 'https://openalex.org/C75917345', 'wikidata': 'https://www.wikidata.org/wiki/Q2725298', 'display_name': 'Sampling bias', 'level': 3, 'score': 0.5536045}, {'id': 'https://openalex.org/C94644931', 'wikidata': 'https://www.wikidata.org/wiki/Q6060889', 'display_name': 'Investment style', 'level': 5, 'score': 0.55168813}, {'id': 'https://openalex.org/C85079727', 'wikidata': 'https://www.wikidata.org/wiki/Q3560114', 'display_name': 'Quarter (Canadian coin)', 'level': 2, 'score': 0.4974101}, {'id': 'https://openalex.org/C27548731', 'wikidata': 'https://www.wikidata.org/wiki/Q88272', 'display_name': 'Investment (military)', 'level': 3, 'score': 0.49705508}, {'id': 'https://openalex.org/C2776172590', 'wikidata': 'https://www.wikidata.org/wiki/Q7629421', 'display_name': 'Style analysis', 'level': 4, 'score': 0.47129074}, {'id': 'https://openalex.org/C183115368', 'wikidata': 'https://www.wikidata.org/wiki/Q856577', 'display_name': 'Weighting', 'level': 2, 'score': 0.4408658}, {'id': 'https://openalex.org/C159176650', 'wikidata': 'https://www.wikidata.org/wiki/Q43261', 'display_name': 'Horizon', 'level': 2, 'score': 0.41975224}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.41834995}, {'id': 'https://openalex.org/C40331085', 'wikidata': 'https://www.wikidata.org/wiki/Q17082595', 'display_name': 'Returns-based style analysis', 'level': 5, 'score': 0.41695637}, {'id': 'https://openalex.org/C556758197', 'wikidata': 'https://www.wikidata.org/wiki/Q580018', 'display_name': 'Monetary economics', 'level': 1, 'score': 0.3943941}, {'id': 'https://openalex.org/C162118730', 'wikidata': 'https://www.wikidata.org/wiki/Q1128453', 'display_name': 'Actuarial science', 'level': 1, 'score': 0.38518786}, {'id': 'https://openalex.org/C103144560', 'wikidata': 'https://www.wikidata.org/wiki/Q2670999', 'display_name': 'Investment strategy', 'level': 3, 'score': 0.30144697}, {'id': 'https://openalex.org/C34375142', 'wikidata': 'https://www.wikidata.org/wiki/Q1156684', 'display_name': 'Fund of funds', 'level': 3, 'score': 0.29036975}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.2573834}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.16722545}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.16263986}, {'id': 'https://openalex.org/C64589626', 'wikidata': 'https://www.wikidata.org/wiki/Q7142812', 'display_name': 'Passive management', 'level': 4, 'score': 0.14984551}, {'id': 'https://openalex.org/C129848803', 'wikidata': 'https://www.wikidata.org/wiki/Q2564360', 'display_name': 'Sample size determination', 'level': 2, 'score': 0.10295421}, {'id': 'https://openalex.org/C175444787', 'wikidata': 'https://www.wikidata.org/wiki/Q39072', 'display_name': 'Microeconomics', 'level': 1, 'score': 0.08239773}, {'id': 'https://openalex.org/C205649164', 'wikidata': 'https://www.wikidata.org/wiki/Q1071', 'display_name': 'Geography', 'level': 0, 'score': 0.079874456}, {'id': 'https://openalex.org/C169549615', 'wikidata': 'https://www.wikidata.org/wiki/Q939134', 'display_name': 'Return on investment', 'level': 3, 'score': 0.07389879}, {'id': 'https://openalex.org/C127413603', 'wikidata': 'https://www.wikidata.org/wiki/Q11023', 'display_name': 'Engineering', 'level': 0, 'score': 0.063213676}, {'id': 'https://openalex.org/C199539241', 'wikidata': 'https://www.wikidata.org/wiki/Q7748', 'display_name': 'Law', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C166957645', 'wikidata': 'https://www.wikidata.org/wiki/Q23498', 'display_name': 'Archaeology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C2524010', 'wikidata': 'https://www.wikidata.org/wiki/Q8087', 'display_name': 'Geometry', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C181308471', 'wikidata': 'https://www.wikidata.org/wiki/Q25245118', 'display_name': 'Open-ended investment company', 'level': 4, 'score': 0.0}, {'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/C126838900', 'wikidata': 'https://www.wikidata.org/wiki/Q77604', 'display_name': 'Radiology', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C71924100', 'wikidata': 'https://www.wikidata.org/wiki/Q11190', 'display_name': 'Medicine', 'level': 0, 'score': 0.0}, {'id': 'https://openalex.org/C187320778', 'wikidata': 'https://www.wikidata.org/wiki/Q1349130', 'display_name': 'Geotechnical engineering', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C2778348673', 'wikidata': 'https://www.wikidata.org/wiki/Q739302', 'display_name': 'Production (economics)', 'level': 2, '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/C183582576', 'wikidata': 'https://www.wikidata.org/wiki/Q184783', 'display_name': 'Market liquidity', 'level': 2, 'score': 0.0}], 'mesh': [], 'locations_count': 7, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1017/s0022109000001848', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S193228710', 'display_name': 'Journal of Financial and Quantitative Analysis', 'issn_l': '0022-1090', 'issn': ['0022-1090', '1756-6916'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310311721', 'host_organization_name': 'Cambridge University Press', 'host_organization_lineage': ['https://openalex.org/P4310311721', 'https://openalex.org/P4310311702'], 'host_organization_lineage_names': ['Cambridge University Press', 'University of Cambridge'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'https://research.tilburguniversity.edu/en/publications/72ffd5bf-9650-4afe-9804-7ea48cfe5f70', 'pdf_url': 'https://research.tilburguniversity.edu/files/543903/111.pdf', 'source': {'id': 'https://openalex.org/S4306401843', 'display_name': 'Data Archiving and Networked Services (DANS)', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I1322597698', 'host_organization_name': 'Royal Netherlands Academy of Arts and Sciences', 'host_organization_lineage': ['https://openalex.org/I1322597698'], 'host_organization_lineage_names': ['Royal Netherlands Academy of Arts and Sciences'], 'type': 'repository'}, 'license': 'other-oa', 'license_id': 'https://openalex.org/licenses/other-oa', 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'http://repub.eur.nl/pub/12614', 'pdf_url': 'https://repub.eur.nl/pub/12614/SurvivalLookAhead(Authvers).pdf', 'source': {'id': 'https://openalex.org/S4377196287', 'display_name': 'RePub (Erasmus University Rotterdam)', 'issn_l': None, 'issn': None, 'is_oa': False, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I913958620', 'host_organization_name': 'Erasmus University Rotterdam', 'host_organization_lineage': ['https://openalex.org/I913958620'], 'host_organization_lineage_names': ['Erasmus University Rotterdam'], 'type': 'repository'}, 'license': 'other-oa', 'license_id': 'https://openalex.org/licenses/other-oa', 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'https://repub.eur.nl/pub/255/erimrs20021119130344.pdf', 'pdf_url': 'https://repub.eur.nl/pub/255/erimrs20021119130344.pdf', 'source': {'id': 'https://openalex.org/S4306401271', 'display_name': 'RePEc: Research Papers in Economics', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I77793887', 'host_organization_name': 'Federal Reserve Bank of St. Louis', 'host_organization_lineage': ['https://openalex.org/I77793887'], 'host_organization_lineage_names': ['Federal Reserve Bank of St. Louis'], 'type': 'repository'}, 'license': None, 'license_id': None, 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'https://pure.uvt.nl/ws/portalfiles/portal/543903/111.pdf', 'pdf_url': 'https://pure.uvt.nl/ws/portalfiles/portal/543903/111.pdf', 'source': {'id': 'https://openalex.org/S4306401271', 'display_name': 'RePEc: Research Papers in Economics', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I77793887', 'host_organization_name': 'Federal Reserve Bank of St. Louis', 'host_organization_lineage': ['https://openalex.org/I77793887'], 'host_organization_lineage_names': ['Federal Reserve Bank of St. Louis'], 'type': 'repository'}, 'license': None, 'license_id': None, 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'https://pure.uvt.nl/ws/files/543903/111.pdf', 'pdf_url': 'https://pure.uvt.nl/ws/files/543903/111.pdf', 'source': {'id': 'https://openalex.org/S4306401490', 'display_name': 'Research portal (Tilburg University)', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I193700539', 'host_organization_name': 'Tilburg University', 'host_organization_lineage': ['https://openalex.org/I193700539'], 'host_organization_lineage_names': ['Tilburg University'], 'type': 'repository'}, 'license': None, 'license_id': None, 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, {'is_oa': True, 'landing_page_url': 'http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.613.6354', 'pdf_url': 'http://repub.eur.nl/pub/12614/SurvivalLookAhead(Authvers).pdf', 'source': {'id': 'https://openalex.org/S4306400349', 'display_name': 'CiteSeer X (The Pennsylvania State University)', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I130769515', 'host_organization_name': 'Pennsylvania State University', 'host_organization_lineage': ['https://openalex.org/I130769515'], 'host_organization_lineage_names': ['Pennsylvania State University'], 'type': 'repository'}, 'license': None, 'license_id': None, 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}], 'best_oa_location': {'is_oa': True, 'landing_page_url': 'https://research.tilburguniversity.edu/en/publications/72ffd5bf-9650-4afe-9804-7ea48cfe5f70', 'pdf_url': 'https://research.tilburguniversity.edu/files/543903/111.pdf', 'source': {'id': 'https://openalex.org/S4306401843', 'display_name': 'Data Archiving and Networked Services (DANS)', 'issn_l': None, 'issn': None, 'is_oa': True, 'is_in_doaj': False, 'is_core': False, 'host_organization': 'https://openalex.org/I1322597698', 'host_organization_name': 'Royal Netherlands Academy of Arts and Sciences', 'host_organization_lineage': ['https://openalex.org/I1322597698'], 'host_organization_lineage_names': ['Royal Netherlands Academy of Arts and Sciences'], 'type': 'repository'}, 'license': 'other-oa', 'license_id': 'https://openalex.org/licenses/other-oa', 'version': 'submittedVersion', 'is_accepted': False, 'is_published': False}, 'sustainable_development_goals': [{'display_name': 'Partnerships for the goals', 'score': 0.51, 'id': 'https://metadata.un.org/sdg/17'}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 34, 'referenced_works': ['https://openalex.org/W1992897607', 'https://openalex.org/W2005474067', 'https://openalex.org/W2022251819', 'https://openalex.org/W2033772453', 'https://openalex.org/W2055337889', 'https://openalex.org/W2080011802', 'https://openalex.org/W2091637085', 'https://openalex.org/W2098996963', 'https://openalex.org/W2101597283', 'https://openalex.org/W2101833972', 'https://openalex.org/W2106513880', 'https://openalex.org/W2107539208', 'https://openalex.org/W2108225955', 'https://openalex.org/W2118320195', 'https://openalex.org/W2136120210', 'https://openalex.org/W2143173505', 'https://openalex.org/W2161359465', 'https://openalex.org/W2165723500', 'https://openalex.org/W2169786125', 'https://openalex.org/W3022326679', 'https://openalex.org/W3022442630', 'https://openalex.org/W3122328496', 'https://openalex.org/W3123242051', 'https://openalex.org/W3123528457', 'https://openalex.org/W3123641658', 'https://openalex.org/W3123649118', 'https://openalex.org/W3123739613', 'https://openalex.org/W3124634564', 'https://openalex.org/W3124792793', 'https://openalex.org/W3125500800', 'https://openalex.org/W3126082197', 'https://openalex.org/W4234726032', 'https://openalex.org/W4255314762', 'https://openalex.org/W4285719527'], 'related_works': ['https://openalex.org/W765487131', 'https://openalex.org/W3149557527', 'https://openalex.org/W3124754164', 'https://openalex.org/W3023539864', 'https://openalex.org/W2999410084', 'https://openalex.org/W2574428626', 'https://openalex.org/W2183058043', 'https://openalex.org/W2169434623', 'https://openalex.org/W2119188297', 'https://openalex.org/W2065109767'], 'abstract_inverted_index': {'Abstract': [0], 'We': [1, 17, 91], 'analyze': [2], 'the': [3, 54, 73, 86, 89, 109], 'performance': [4, 44], 'persistence': [5, 94], 'in': [6, 41, 95], 'hedge': [7, 21, 62, 96], 'funds': [8, 22, 63], 'taking': [9], 'into': [10], 'account': [11], 'look-ahead': [12, 39, 57, 76], 'bias': [13, 40, 58, 77], '(multi-period': [14], 'sampling': [15], 'bias).': [16], 'model': [18], 'liquidation': [19], 'of': [20, 56, 69, 88], 'by': [23], 'analyzing': [24], 'how': [25], 'it': [26], 'depends': [27], 'upon': [28, 85], 'historical': [29], 'performance.': [30], 'Next,': [31], 'we': [32], 'use': [33], 'a': [34], 'weighting': [35], 'procedure': [36], 'that': [37], 'eliminates': [38], 'measures': [42], 'for': [43, 51, 61, 102], 'persistence.': [45], 'In': [46], 'contrast': [47], 'to': [48, 65], 'earlier': [49], 'results': [50], 'mutual': [52], 'funds,': [53], 'impact': [55], 'is': [59, 112, 122], 'exacerbated': [60], 'due': [64], 'their': [66], 'greater': [67], 'level': [68, 111], 'total': [70], 'risk.': [71], 'At': [72], 'four-quarter': [74], 'horizon,': [75], 'can': [78], 'be': [79], 'as': [80, 82], 'much': [81], '3.8%,': [83], 'depending': [84], 'decile': [87], 'distribution.': [90], 'find': [92], 'positive': [93, 116], 'fund': [97], 'quarterly': [98], 'returns': [99], 'after': [100], 'correcting': [101], 'investment': [103], 'style.': [104], 'The': [105], 'empirical': [106], 'pattern': [107], 'at': [108], 'annual': [110], 'also': [113], 'consistent': [114], 'with': [115], 'persistence,': [117], 'but': [118], 'its': [119], 'statistical': [120], 'significance': [121], 'weak.': [123]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W3023539864', 'counts_by_year': [{'year': 2024, 'cited_by_count': 33}, {'year': 2023, 'cited_by_count': 8}, {'year': 2022, 'cited_by_count': 7}, {'year': 2021, 'cited_by_count': 8}, {'year': 2020, 'cited_by_count': 7}, {'year': 2019, 'cited_by_count': 6}, {'year': 2018, 'cited_by_count': 9}, {'year': 2017, 'cited_by_count': 7}, {'year': 2016, 'cited_by_count': 15}, {'year': 2015, 'cited_by_count': 18}, {'year': 2014, 'cited_by_count': 14}, {'year': 2013, 'cited_by_count': 19}, {'year': 2012, 'cited_by_count': 19}], 'updated_date': '2024-09-24T19:27:05.565064', 'created_date': '2020-05-13'}