{"id":"W1968330591","doi":"10.12735/jfe.v2i1p15","title":"The Stochastic Discount Factor and Liquidity in Mexico and Chile","year":2014,"lang":"en","type":"article","venue":"Journal of Finance & Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Market liquidity; Factor (programming language); Economics; Stochastic discount factor; Financial economics; Business; Monetary economics; Capital asset pricing model; Computer science","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007229251,0.0001286481,0.0003950117,0.0001016004,0.0001290777,0.0001468723,0.000164848,0.00006521298,0.000009330889],"category_scores_gemma":[0.0001734889,0.0001097102,0.0000570167,0.00004917175,0.0001590392,0.0004462569,0.00005070147,0.0001948286,0.000006117789],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007065563,"about_ca_system_score_gemma":0.00003366621,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003515442,"about_ca_topic_score_gemma":0.0001023138,"domain_scores_codex":[0.998859,0.00001431617,0.0007186391,0.0001756944,0.0000173109,0.0002150575],"domain_scores_gemma":[0.9989572,0.0001432273,0.0006818445,0.0001481331,0.00001873104,0.00005093274],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0001103482,0.00006182776,0.05919372,0.00002093054,0.00002662947,0.000001937015,0.0004874022,0.001219374,0.000006069319,0.9291514,0.0004259908,0.009294437],"study_design_scores_gemma":[0.000947416,0.0003842355,0.693528,0.00005217947,0.000004715134,0.00002786194,0.00008624989,0.00750451,0.00001917689,0.2249224,0.07225984,0.000263439],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9920823,0.003775544,0.0004874509,0.0012993,0.0004671213,0.00008650484,0.00002871347,0.000002489511,0.001770578],"genre_scores_gemma":[0.9932271,0.006162782,0.0001774186,0.0001879704,0.0001473257,0.000003712538,4.640552e-7,0.00001156531,0.00008164408],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7042289,"threshold_uncertainty_score":0.4473851,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0165410225494168,"score_gpt":0.1985556410852685,"score_spread":0.1820146185358517,"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."}}