{"id":"W2015920059","doi":"10.1016/j.jempfin.2003.04.001","title":"Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework","year":2003,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Luonnontieteiden ja Tekniikan Tutkimuksen Toimikunta; Université de Montréal","keywords":"Predictability; Econometrics; Mathematics; Dividend; Statistic; Statistics; Null hypothesis; Sample size determination; Economics; Finance","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"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":[0.001234751,0.0001961418,0.001223429,0.0004651528,0.00004791365,0.00002922218,0.0003039363,0.0001697012,0.0001714441],"category_scores_gemma":[0.001675635,0.0001548691,0.0004319217,0.000879822,0.0002190825,0.0002597003,0.00001576941,0.0002865687,0.000005634998],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007319421,"about_ca_system_score_gemma":0.0001317783,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001826056,"about_ca_topic_score_gemma":0.000003434141,"domain_scores_codex":[0.9978114,0.0001042097,0.001449541,0.0002662285,0.00012745,0.0002411698],"domain_scores_gemma":[0.9974542,0.0002955013,0.001515987,0.000439104,0.0002177712,0.00007743532],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004468753,0.00159535,0.9437407,0.00009342887,0.0003982323,0.000009307945,0.0006688876,0.005596378,0.0002531537,0.04627035,0.000401008,0.0005263516],"study_design_scores_gemma":[0.0007117541,0.003252024,0.9330058,0.0003289918,0.0001697311,0.00000403222,0.0000828307,0.02113296,0.001072091,0.0349355,0.004984253,0.0003200956],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9927859,0.001470579,0.0009282208,0.0003217004,0.0001665743,0.0001362132,0.00008269386,0.000006978781,0.00410116],"genre_scores_gemma":[0.9972673,0.0001324535,0.002142306,0.0002965064,0.00004303984,0.000003618901,0.000001999428,0.00001534957,0.00009742469],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01553658,"threshold_uncertainty_score":0.6315377,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04205054909733755,"score_gpt":0.2569830382427001,"score_spread":0.2149324891453625,"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."}}