{"id":"W141872819","doi":"","title":"The Performance, Pervasiveness, and Determinants of Value Premium in Different US Exchanges: 1985-2006","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Value premium; Value (mathematics); Risk premium; Economics; Stock (firearms); Financial economics; Econometrics; Portfolio; Recession; Capital asset pricing model; Geography; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001237281,0.0001782395,0.0002229678,0.001743726,0.000238869,0.001198381,0.0002606388,0.0004163516,0.0009506276],"category_scores_gemma":[0.004013296,0.0001125628,0.0002814721,0.001957884,0.0002685504,0.0008308281,0.0006946116,0.0005526201,0.0002024645],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005502963,"about_ca_system_score_gemma":0.0002601795,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01925259,"about_ca_topic_score_gemma":0.0253976,"domain_scores_codex":[0.9996284,0.00004300594,0.00005340571,0.0000807093,0.0001233883,0.00007117826],"domain_scores_gemma":[0.9924451,0.0009588172,0.005118691,0.0002664251,0.0007306968,0.0004803287],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00008036078,0.00003650281,0.9937837,0.00001848268,0.0000458777,0.00006150719,0.0001477834,0.0002615099,0.0002997145,0.0003382563,0.0008526754,0.004073525],"study_design_scores_gemma":[0.000001172187,0.00001497186,0.9989482,0.000004183554,0.000009097862,0.00003173129,0.00006562904,0.0003180253,0.000101509,0.00003033503,0.0004729315,0.000002311109],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9961038,0.0003786082,0.0001582275,0.0001805843,0.000009569093,0.000006105849,0.001982626,0.00001508143,0.001165394],"genre_scores_gemma":[0.9963552,0.0001769383,0.0001023784,0.00003907919,0.00003326022,0.000002828917,0.002799253,0.000003928248,0.0004870367],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01925259,"threshold_uncertainty_score":0.03828108,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02027953657634243,"score_gpt":0.1960366349881045,"score_spread":0.175757098411762,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}