{"id":"W1587805312","doi":"10.2139/ssrn.293422","title":"On Measuring the Economic Significance of Asset Return Predictability","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Predictability; Economics; Asset (computer security); Financial economics; Econometrics; Business; Computer science; Statistics; Mathematics; Computer security","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":[0.007439385,0.0009853326,0.001187642,0.003456492,0.000621328,0.003229358,0.0009421266,0.001430141,0.001004186],"category_scores_gemma":[0.06392713,0.0004051169,0.0005910103,0.003390441,0.002164633,0.004782402,0.002053503,0.001895352,0.0002626765],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007022403,"about_ca_system_score_gemma":0.0007375713,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001173913,"about_ca_topic_score_gemma":0.0009065744,"domain_scores_codex":[0.9969276,0.001434056,0.0001787847,0.0003876185,0.0008171962,0.0002548223],"domain_scores_gemma":[0.9060296,0.08318881,0.005304344,0.003338393,0.001508785,0.000630144],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0007688589,0.0003523193,0.4977911,0.0003033619,0.0006116686,0.0006776303,0.0005272501,0.1260311,0.01258567,0.1238746,0.001658825,0.2348177],"study_design_scores_gemma":[0.00005001547,0.0004819351,0.2771831,0.00009843527,0.0002084218,0.0004483728,0.0003787105,0.5176145,0.006547158,0.1960066,0.0008665142,0.0001162748],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.897171,0.001907246,0.08745753,0.001086734,0.0001202986,0.00005304613,0.0002559719,0.000180539,0.01176756],"genre_scores_gemma":[0.9934349,0.0005682298,0.005413278,0.0000618428,0.0001785127,0.00001574585,0.0001343868,0.00002228242,0.0001708873],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007439385,"threshold_uncertainty_score":0.03934371,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02060400007984148,"score_gpt":0.2091260602988969,"score_spread":0.1885220602190554,"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."}}