{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,11]],"date-time":"2025-12-11T07:40:38Z","timestamp":1765438838832,"version":"3.37.3"},"reference-count":53,"publisher":"Springer Science and Business Media LLC","issue":"1-3","license":[{"start":{"date-parts":[[2023,1,24]],"date-time":"2023-01-24T00:00:00Z","timestamp":1674518400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2023,1,24]],"date-time":"2023-01-24T00:00:00Z","timestamp":1674518400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2024,3]]},"DOI":"10.1007\/s10479-023-05165-0","type":"journal-article","created":{"date-parts":[[2023,1,24]],"date-time":"2023-01-24T09:33:56Z","timestamp":1674552836000},"page":"919-939","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["A multidimensional Bayesian model to test the impact of investor sentiment on equity premium"],"prefix":"10.1007","volume":"334","author":[{"given":"Mehdi","family":"Mili","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-4228-9207","authenticated-orcid":false,"given":"Jean\u2010Michel","family":"Sahut","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Fr\u00e9d\u00e9ric","family":"Teulon","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Lubica","family":"Hikkerova","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2023,1,24]]},"reference":[{"issue":"1","key":"5165_CR1","doi-asserted-by":"crossref","first-page":"224","DOI":"10.1016\/j.jfineco.2013.02.018","volume":"109","author":"Y Ait-Sahalia","year":"2013","unstructured":"Ait-Sahalia, Y., Fan, J., & Li, Y. (2013). The leverage effect puzzle: Disentangling sources of bias at high frequency. Journal of Financial Economics, 109(1), 224\u2013249.","journal-title":"Journal of Financial Economics"},{"issue":"1","key":"5165_CR2","first-page":"1","volume":"13","author":"S Aramonte","year":"2017","unstructured":"Aramonte, S., Rosen, S., & Schindler, J. W. (2017). Assessing and combining financial conditions indexes. International Journal of Central Banking, 13(1), 1\u201352.","journal-title":"International Journal of Central Banking"},{"issue":"4","key":"5165_CR3","doi-asserted-by":"crossref","first-page":"1645","DOI":"10.1111\/j.1540-6261.2006.00885.x","volume":"61","author":"M Baker","year":"2006","unstructured":"Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross-section of stock returns. Journal of Finance, 61(4), 1645\u20131680.","journal-title":"Journal of Finance"},{"issue":"2","key":"5165_CR4","doi-asserted-by":"crossref","first-page":"129","DOI":"10.1257\/jep.21.2.129","volume":"21","author":"M Baker","year":"2007","unstructured":"Baker, M., & Wurgler, J. (2007). Investor sentiment in the stock market. Journal of Economic Perspectives, 21(2), 129\u2013151.","journal-title":"Journal of Economic Perspectives"},{"issue":"3","key":"5165_CR6","doi-asserted-by":"crossref","first-page":"307","DOI":"10.1016\/S0304-405X(98)00027-0","volume":"49","author":"N Barberis","year":"1998","unstructured":"Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment. Journal of Financial Economics, 49(3), 307\u2013343.","journal-title":"Journal of Financial Economics"},{"issue":"1","key":"5165_CR7","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1023\/A:1015024825914","volume":"6","author":"SM Bartram","year":"2002","unstructured":"Bartram, S. M. (2002). The interest rate exposure of nonfinancial corporations. European Finance Review, 6(1), 101\u2013125.","journal-title":"European Finance Review"},{"issue":"1","key":"5165_CR10","doi-asserted-by":"crossref","first-page":"137","DOI":"10.1016\/j.jeconom.2019.04.024","volume":"212","author":"A Carriero","year":"2019","unstructured":"Carriero, A., Clark, T. E., & Marcellino, M. (2019). Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. Journal of Econometrics, 212(1), 137\u2013154.","journal-title":"Journal of Econometrics"},{"key":"5165_CR11","doi-asserted-by":"crossref","first-page":"188","DOI":"10.1016\/j.iref.2019.01.003","volume":"61","author":"JSK Chan","year":"2019","unstructured":"Chan, J. S. K., Ng, K. H., & Ragell, R. (2019). Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions. International Review of Economics and Finance, 61, 188\u2013212.","journal-title":"International Review of Economics and Finance"},{"key":"5165_CR12","doi-asserted-by":"crossref","first-page":"130","DOI":"10.1016\/j.jbankfin.2018.05.003","volume":"92","author":"C-WJ Chiu","year":"2018","unstructured":"Chiu, C.-W.J., Harris, R. D., Stoja, E., & Chin, M. (2018). Financial market volatility, macroeconomic fundamentals and investor sentiment. Journal of Banking & Finance, 92, 130\u2013145.","journal-title":"Journal of Banking & Finance"},{"issue":"2","key":"5165_CR13","doi-asserted-by":"crossref","first-page":"254","DOI":"10.1016\/j.jfineco.2016.05.009","volume":"121","author":"J Choi","year":"2016","unstructured":"Choi, J., & Richardson, M. (2016). The volatility of a firm\u2019s assets and the leverage effect. Journal of Financial Economics, 121(2), 254\u2013277.","journal-title":"Journal of Financial Economics"},{"key":"5165_CR14","doi-asserted-by":"crossref","unstructured":"Ciccarelli, M, & Rebucci, A. (2003). Bayesian VARs: a survey of the recent literature with an application to the European monetary system. IMF Working Paper, WP\/03\/102.","DOI":"10.5089\/9781451852639.001"},{"issue":"3","key":"5165_CR17","doi-asserted-by":"crossref","first-page":"899","DOI":"10.1016\/j.ijforecast.2019.10.002","volume":"36","author":"JL Cross","year":"2020","unstructured":"Cross, J. L., Hou, C., & Poon, A. (2020). Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. International Journal of Forecasting, 36(3), 899\u2013915.","journal-title":"International Journal of Forecasting"},{"key":"5165_CR20","doi-asserted-by":"crossref","first-page":"676","DOI":"10.1016\/j.iref.2020.10.002","volume":"71","author":"M Dahmene","year":"2021","unstructured":"Dahmene, M., Boughrar, A., & Slim, S. (2021). Nonlinearity in stock returns: Do risk aversion, investor sentiment and monetary policy shocks matter? International Review of Economics and Finance, 71, 676\u2013699.","journal-title":"International Review of Economics and Finance"},{"key":"5165_CR23","doi-asserted-by":"crossref","first-page":"32","DOI":"10.1016\/j.frl.2017.11.008","volume":"26","author":"SR Dash","year":"2018","unstructured":"Dash, S. R., & Maitra, D. (2018). Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. Finance Research Letters, 26, 32\u201339.","journal-title":"Finance Research Letters"},{"issue":"2","key":"5165_CR24","doi-asserted-by":"crossref","first-page":"379","DOI":"10.1111\/j.1540-6261.1990.tb03695.x","volume":"45","author":"JB De Long","year":"1990","unstructured":"De Long, J. B., Shleifer, A., Summers, L., & Waldmann, R. J. (1990). Positive feedback investment strategies and destabilizing rational speculation. Journal of Finance, 45(2), 379\u2013395.","journal-title":"Journal of Finance"},{"issue":"2","key":"5165_CR25","doi-asserted-by":"crossref","first-page":"383","DOI":"10.2307\/2325486","volume":"25","author":"EF Fama","year":"1970","unstructured":"Fama, E. F. (1970). Efficient capital market: A review of theory and empirical work. Journal of Finance, 25(2), 383\u2013417.","journal-title":"Journal of Finance"},{"issue":"5","key":"5165_CR26","doi-asserted-by":"crossref","first-page":"431","DOI":"10.1108\/03074351011039445","volume":"36","author":"R Ferrer","year":"2010","unstructured":"Ferrer, R., Gonzalez, C., & Soto, G. M. (2010). Linear and nonlinear interest rate exposure in Spain. Managerial Finance, 36(5), 431\u2013451.","journal-title":"Managerial Finance"},{"key":"5165_CR27","doi-asserted-by":"crossref","first-page":"124","DOI":"10.1016\/j.ribaf.2017.04.037","volume":"42","author":"J French","year":"2017","unstructured":"French, J. (2017). Asset pricing with investor sentiment: On the use of investor group behavior to forecast ASEAN markets. Research in International Business and Finance, 42, 124\u2013148.","journal-title":"Research in International Business and Finance"},{"key":"5165_CR28","doi-asserted-by":"crossref","first-page":"121038","DOI":"10.1016\/j.techfore.2021.121038","volume":"172","author":"B Gaies","year":"2021","unstructured":"Gaies, B., Nakhli, M. S., Sahut, J. M., & Guesmi, K. (2021). Is Bitcoin rooted in confidence?\u2014Unraveling the determinants of globalized digital currencies. Technological Forecasting and Social Change, 172, 121038.","journal-title":"Technological Forecasting and Social Change"},{"key":"5165_CR29","doi-asserted-by":"crossref","first-page":"69","DOI":"10.1016\/j.iref.2017.01.020","volume":"49","author":"B Gao","year":"2017","unstructured":"Gao, B., & Yang, C. (2017). Forecasting stock index futures returns with mixed-frequency sentiment. International Review of Economics and Finance, 49, 69\u201383.","journal-title":"International Review of Economics and Finance"},{"issue":"1","key":"5165_CR30","doi-asserted-by":"crossref","first-page":"553","DOI":"10.1016\/j.jeconom.2007.08.017","volume":"142","author":"EI George","year":"2008","unstructured":"George, E. I., Sun, D., & Ni, S. (2008). Bayesian stochastic search for VAR model restrictions. Journal of Econometrics, 142(1), 553\u2013580.","journal-title":"Journal of Econometrics"},{"issue":"2\u20133","key":"5165_CR32","doi-asserted-by":"crossref","first-page":"187","DOI":"10.1016\/S0304-405X(01)00044-7","volume":"60","author":"JR Graham","year":"2001","unstructured":"Graham, J. R., & Harvey, C. R. (2001). The theory and practice of corporate finance: Evidence from the field. Journal of Financial Economics, 60(2\u20133), 187\u2013243.","journal-title":"Journal of Financial Economics"},{"issue":"1","key":"5165_CR33","first-page":"10049","volume":"30","author":"RP Gregory","year":"2021","unstructured":"Gregory, R. P. (2021). What determines Manager and Investor Sentiment? Journal of Behavioral and Experimental Finance, 30(1), 10049.","journal-title":"Journal of Behavioral and Experimental Finance"},{"issue":"2","key":"5165_CR34","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1016\/j.ijforecast.2009.12.008","volume":"26","author":"EW Griffiths","year":"2010","unstructured":"Griffiths, E. W., Newton, L. S., & O\u2019Donnell, C. J. (2010). Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield. International Journal of Forecasting, 26(2), 397\u2013412.","journal-title":"International Journal of Forecasting"},{"key":"5165_CR36","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1016\/j.iref.2019.11.004","volume":"66","author":"Z He","year":"2020","unstructured":"He, Z. (2020). Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. International Review of Economics and Finance, 66, 131\u2013153.","journal-title":"International Review of Economics and Finance"},{"key":"5165_CR37","doi-asserted-by":"crossref","first-page":"177","DOI":"10.1016\/j.iref.2021.11.018","volume":"78","author":"Z He","year":"2022","unstructured":"He, Z. (2022). Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. International Review of Economics and Finance, 78, 177\u2013194.","journal-title":"International Review of Economics and Finance"},{"key":"5165_CR38","doi-asserted-by":"crossref","unstructured":"Huang, C., Simpson, S., Ulybina, D., & Roitman, A. (2019). News-Based Sentiment Indicators. International Monetary Fund (IMF) Research Paper Series.","DOI":"10.2139\/ssrn.3523146"},{"key":"5165_CR39","doi-asserted-by":"crossref","first-page":"46","DOI":"10.1016\/j.jbef.2015.02.004","volume":"5","author":"Y Hudson","year":"2015","unstructured":"Hudson, Y. (2015). Is investor sentiment contagious? International sentiment and UK equity returns. Journal of Behavioral and Experimental Finance, 5, 46\u201359.","journal-title":"Journal of Behavioral and Experimental Finance"},{"key":"5165_CR40","doi-asserted-by":"crossref","first-page":"469","DOI":"10.1016\/j.jedc.2017.10.004","volume":"91","author":"F Jawadi","year":"2018","unstructured":"Jawadi, F., Namouri, H., & Ftiti, Z. (2018). An Analysis of the Effect of Investor Sentiment in a Heterogeneous switching transition model for G7 stock markets. Journal of Economic Dynamics and Control, 91, 469\u2013484.","journal-title":"Journal of Economic Dynamics and Control"},{"issue":"2","key":"5165_CR41","doi-asserted-by":"crossref","first-page":"326","DOI":"10.1016\/j.ijforecast.2009.11.002","volume":"26","author":"M Jochmanna","year":"2010","unstructured":"Jochmanna, M., Koop, G., & Strachanb, R. W. (2010). Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. International Journal of Forecasting, 26(2), 326\u2013347.","journal-title":"International Journal of Forecasting"},{"issue":"4","key":"5165_CR43","doi-asserted-by":"crossref","first-page":"297","DOI":"10.1007\/BF00122574","volume":"5","author":"D Kahneman","year":"1992","unstructured":"Kahneman, D., & Tversky, A. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5(4), 297\u2013323.","journal-title":"Journal of Risk and Uncertainty"},{"key":"5165_CR44","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/j.frl.2015.10.017","volume":"17","author":"Y Karavias","year":"2016","unstructured":"Karavias, Y., Spilioti, S., & Tzavalis, E. (2016). A comparison of investors\u2019 sentiments and risk premium effects on valuing shares. Finance Research Letters, 17, 1\u20136.","journal-title":"Finance Research Letters"},{"key":"5165_CR45","doi-asserted-by":"crossref","first-page":"101318","DOI":"10.1016\/j.frl.2019.101318","volume":"36","author":"MA Khan","year":"2020","unstructured":"Khan, M. A., Hernandez, J. A., & Shahz, S. J. H. (2020). Time and frequency relationship between household investors\u2019 sentiment index and US industry stock returns. Finance Research Letters, 36, 101318.","journal-title":"Finance Research Letters"},{"issue":"1","key":"5165_CR46","doi-asserted-by":"crossref","first-page":"33","DOI":"10.15353\/rea.v9i1.1434","volume":"9","author":"G Koop","year":"2017","unstructured":"Koop, G. (2017). Bayesian methods for empirical macroeconomics with big data (2017). Review of Economic Analysis, 9(1), 33\u201356.","journal-title":"Review of Economic Analysis"},{"key":"5165_CR48","doi-asserted-by":"crossref","first-page":"453","DOI":"10.1007\/s10479-019-03255-6","volume":"294","author":"D Koutmos","year":"2020","unstructured":"Koutmos, D. (2020). Market risk and Bitcoin returns. Annals of Operations Research, 294, 453\u2013477.","journal-title":"Annals of Operations Research"},{"key":"5165_CR49","doi-asserted-by":"crossref","first-page":"102","DOI":"10.1016\/j.jcorpfin.2021.102128","volume":"72","author":"A Kumar","year":"2022","unstructured":"Kumar, A., Zicheng, L., & Zhang, C. (2022). Dividend sentiment, catering incentives, and return predictability. Journal of Corporate Finance, 72, 102\u2013128.","journal-title":"Journal of Corporate Finance"},{"key":"5165_CR50","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1016\/j.qref.2015.11.005","volume":"61","author":"C Labidi","year":"2016","unstructured":"Labidi, C., & Yaakoubi, S. (2016). Investor sentiment and aggregate volatility pricing. The Quarterly Review of Economics and Finance, 61, 53\u201363.","journal-title":"The Quarterly Review of Economics and Finance"},{"key":"5165_CR52","doi-asserted-by":"crossref","first-page":"2277","DOI":"10.1016\/S0378-4266(01)00202-3","volume":"26","author":"WY Lee","year":"2002","unstructured":"Lee, W. Y., Jiang, C. X., & Indro, D. C. (2002). Stock market volatility, excess returns, and the role of investor sentiment. Journal of Banking and Finance, 26, 2277\u20132299.","journal-title":"Journal of Banking and Finance"},{"issue":"4","key":"5165_CR53","doi-asserted-by":"crossref","first-page":"1499","DOI":"10.1093\/rfs\/hhj038","volume":"19","author":"M Lemmon","year":"2006","unstructured":"Lemmon, M., & Portniaguina, E. (2006). Consumer confidence and asset prices: Some empirical evidence. Review of Financial Studies, 19(4), 1499\u20131529.","journal-title":"Review of Financial Studies"},{"issue":"5","key":"5165_CR55","first-page":"495","volume":"20","author":"DP Louzis","year":"2016","unstructured":"Louzis, D. P. (2016). Steady-state priors and Bayesian variable selection in VAR forecasting. Studies in Nonlinear Dynamics and Econometrics, 20(5), 495\u2013527.","journal-title":"Studies in Nonlinear Dynamics and Econometrics"},{"issue":"5","key":"5165_CR57","doi-asserted-by":"crossref","first-page":"559","DOI":"10.1080\/00036846.2017.1335387","volume":"50","author":"H Namouri","year":"2018","unstructured":"Namouri, H., Jawadi, F., Ftiti, Z., & Hachicha, N. (2018). Threshold effect in the relationship between investor sentiment and stock market returns: A PSTR specification. Applied Economics, 50(5), 559\u2013573.","journal-title":"Applied Economics"},{"issue":"1","key":"5165_CR58","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1007\/s10479-020-03648-y","volume":"306","author":"MA Nasir","year":"2021","unstructured":"Nasir, M. A., Soliman, A. M., & Shahbaz, M. (2021). Operational aspect of the policy coordination for financial stability: Role of Jeffreys\u2013Lindley\u2019s paradox in operations research. Annals of Operations Research, 306(1), 57\u201381.","journal-title":"Annals of Operations Research"},{"issue":"4","key":"5165_CR60","doi-asserted-by":"crossref","first-page":"459","DOI":"10.1111\/1468-036X.00135","volume":"6","author":"P Oertmann","year":"2000","unstructured":"Oertmann, P., Rendu, C., & Zimmermann, H. (2000). Interest rate risk of European financial corporations. European Financial Management, 6(4), 459\u2013478.","journal-title":"European Financial Management"},{"issue":"2","key":"5165_CR61","doi-asserted-by":"crossref","first-page":"127","DOI":"10.1016\/j.iimb.2019.03.009","volume":"31","author":"P Pandey","year":"2019","unstructured":"Pandey, P., & Sehgal, S. (2019). Investor sentiment and its role in asset pricing: An empirical study for India. IIMB Management Review, 31(2), 127\u2013144.","journal-title":"IIMB Management Review"},{"key":"5165_CR63","first-page":"431","volume":"47","author":"M Qadan","year":"2019","unstructured":"Qadan, M., Kliger, D., & Chen, N. (2019). Idiosyncratic volatility, the VIX and stock returns North American. Journal of Economics and Finance Journal, 47, 431\u2013441.","journal-title":"Journal of Economics and Finance Journal"},{"key":"5165_CR66","doi-asserted-by":"crossref","first-page":"291","DOI":"10.1016\/j.iref.2015.12.003","volume":"42","author":"Y Shi","year":"2016","unstructured":"Shi, Y., Ho, K.-Y., & Liu, W.-M. (2016). Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach. International Review of Economics and Finance, 42, 291\u2013312.","journal-title":"International Review of Economics and Finance"},{"key":"5165_CR67","doi-asserted-by":"crossref","first-page":"275","DOI":"10.1016\/j.jbankfin.2014.09.006","volume":"49","author":"LA Smales","year":"2014","unstructured":"Smales, L. A. (2014). News sentiment in the gold futures market. Journal of Banking and Finance, 49, 275\u2013286.","journal-title":"Journal of Banking and Finance"},{"issue":"12","key":"5165_CR70","doi-asserted-by":"crossref","first-page":"2812","DOI":"10.1080\/1540496X.2018.1522588","volume":"56","author":"F Wen","year":"2020","unstructured":"Wen, F., Xu, L., Chen, B., Xia, X., & Li, J. (2020). Heterogeneous institutional investors, short selling and stock price crash risk: Evidence from China. Emerging Markets Finance and Trade, 56(12), 2812\u20132825.","journal-title":"Emerging Markets Finance and Trade"},{"key":"5165_CR71","volume-title":"Econometric analysis of cross section and panel data","author":"JM Wooldridge","year":"2010","unstructured":"Wooldridge, J. M. (2010). Econometric analysis of cross section and panel data (2nd ed.). MIT Press.","edition":"2"},{"issue":"2","key":"5165_CR73","doi-asserted-by":"crossref","first-page":"495","DOI":"10.1007\/s10479-019-03313-z","volume":"293","author":"B Yet","year":"2020","unstructured":"Yet, B., & Sakar, C. T. (2020). Estimating criteria weight distributions in multiple criteria decision making: A Bayesian approach. Annals of Operations Research, 293(2), 495\u2013519.","journal-title":"Annals of Operations Research"},{"issue":"2","key":"5165_CR74","doi-asserted-by":"crossref","first-page":"367","DOI":"10.1016\/j.jfineco.2010.10.011","volume":"100","author":"J Yu","year":"2011","unstructured":"Yu, J., & Yuan, Y. (2011). Investor sentiment and the mean-variance relation. Journal of Financial Economics, 100(2), 367\u2013381.","journal-title":"Journal of Financial Economics"},{"key":"5165_CR75","doi-asserted-by":"crossref","first-page":"101","DOI":"10.1016\/j.pacfin.2020.101329","volume":"61","author":"A Zaremba","year":"2020","unstructured":"Zaremba, A., Szyszka, A., Long, H., & Zawadka, D. (2020). Business sentiment and the cross-section of global equity returns. Pacific-Basin Finance Journal, 61, 101\u2013129.","journal-title":"Pacific-Basin Finance Journal"},{"issue":"1","key":"5165_CR77","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1146\/annurev-financial-110217-022725","volume":"10","author":"G Zhou","year":"2018","unstructured":"Zhou, G. (2018). Measuring investor sentiment. Annual Review of Financial Economics, 10(1), 239\u2013259.","journal-title":"Annual Review of Financial Economics"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-023-05165-0.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10479-023-05165-0\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-023-05165-0.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,3,14]],"date-time":"2024-03-14T15:33:05Z","timestamp":1710430385000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10479-023-05165-0"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,1,24]]},"references-count":53,"journal-issue":{"issue":"1-3","published-print":{"date-parts":[[2024,3]]}},"alternative-id":["5165"],"URL":"https:\/\/doi.org\/10.1007\/s10479-023-05165-0","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"type":"print","value":"0254-5330"},{"type":"electronic","value":"1572-9338"}],"subject":[],"published":{"date-parts":[[2023,1,24]]},"assertion":[{"value":"4 January 2023","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"24 January 2023","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"They have also no relevant financial or non-financial interests to disclose.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflict of interest"}}]}}