{"id":"W2088365442","doi":"10.1108/17439130910969710","title":"A cross‐section analysis of financial market integration in North America using a four factor model","year":2009,"lang":"en","type":"article","venue":"International Journal of Managerial Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"Carleton University; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations; Université Laval","funders":"","keywords":"Explanatory power; Economics; Financial integration; Financial economics; Portfolio; Stock (firearms); Arbitrage; Market integration; Financial market; Context (archaeology); Econometrics; Finance; Macroeconomics; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001476231,0.0003100283,0.0004056956,0.001575971,0.0005043806,0.001146675,0.0003794245,0.000312781,0.002844163],"category_scores_gemma":[0.00321376,0.000249764,0.000898276,0.00179359,0.0003485476,0.0006834079,0.0006308835,0.0004971563,0.000187298],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001546841,"about_ca_system_score_gemma":0.001081034,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.1728658,"about_ca_topic_score_gemma":0.1045529,"domain_scores_codex":[0.9996054,0.0001281976,0.00001793156,0.0001051828,0.00005641632,0.00008699392],"domain_scores_gemma":[0.9979773,0.0008148924,0.0005792511,0.0001576495,0.0002612147,0.0002096208],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002027701,0.0001458673,0.9454683,0.00003198481,0.001017658,0.0005257968,0.0006492548,0.02460057,0.0007230034,0.002602215,0.001180229,0.02285235],"study_design_scores_gemma":[0.00001348952,0.0001178215,0.9407535,0.0000213839,0.0002818547,0.0001220173,0.0008311784,0.05466396,0.0002248964,0.00107594,0.001869321,0.00002452291],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9972394,0.0002289527,0.001103684,0.00009893945,0.000005323772,0.000009564192,0.0001308105,0.00001543325,0.001167958],"genre_scores_gemma":[0.9981501,0.0001463528,0.000623629,0.0000194236,0.00001008761,0.000008934358,0.0003472945,0.000004575687,0.00068952],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1728658,"threshold_uncertainty_score":0.3437192,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03399039773820949,"score_gpt":0.2592992492195119,"score_spread":0.2253088514813024,"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."}}