{"id":"W1965034506","doi":"10.3390/jrfm4010097","title":"Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors","year":2011,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Dividend; Vector autoregression; Econometrics; Cointegration; Stock (firearms); Dynamic factor; Autoregressive model; Capital asset pricing model; Stock market index; Financial economics; Monetary economics; Stock market; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001052926,0.000308021,0.0004378571,0.0006889658,0.0002287129,0.0008507777,0.0003116591,0.0006099915,0.0006795514],"category_scores_gemma":[0.01079553,0.0002637611,0.000306185,0.0006149019,0.0006097026,0.001152888,0.0004989388,0.0007113019,0.0001073631],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003546994,"about_ca_system_score_gemma":0.0002543874,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003785317,"about_ca_topic_score_gemma":0.002661637,"domain_scores_codex":[0.9997979,0.00006526819,0.00001679312,0.00003942669,0.00003744532,0.00004324455],"domain_scores_gemma":[0.9947497,0.002881599,0.001797231,0.0001754628,0.000212871,0.0001831646],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005829959,0.0003375679,0.5376035,0.0002006544,0.0005758964,0.00444734,0.002071024,0.2664137,0.01802987,0.105249,0.003092704,0.06139577],"study_design_scores_gemma":[0.00002362717,0.0001273087,0.09644523,0.00001963633,0.00008939117,0.0002581809,0.0002488059,0.8791505,0.00127359,0.02176855,0.0005585686,0.00003657547],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9889821,0.0002357741,0.009816086,0.0002170777,0.00001013748,0.000004965722,0.00004681101,0.00003380067,0.0006531077],"genre_scores_gemma":[0.9992417,0.00008518071,0.0004202327,0.00001046724,0.00001839646,0.000004287178,0.00004439667,0.000005163183,0.000170233],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003785317,"threshold_uncertainty_score":0.007526577,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01973809931070832,"score_gpt":0.1919304786570123,"score_spread":0.172192379346304,"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."}}