{"id":"W2125003010","doi":"10.1590/s1415-65552006000400008","title":"Testando o CAPM condicional nos mercados brasileiro e norte-americano","year":2006,"lang":"pt","type":"article","venue":"Revista de Administração Contemporânea","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"March of Dimes Canada","funders":"","keywords":"Humanities; Capital asset pricing model; Economics; Physics; Philosophy; Psychology; Econometrics","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":[0.004824364,0.000500401,0.0005351836,0.001346836,0.001202808,0.003342518,0.0009879002,0.0007822571,0.006344655],"category_scores_gemma":[0.02097511,0.0003171545,0.0007600037,0.002993694,0.001489644,0.002208122,0.001049983,0.001213597,0.0005478306],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.005654608,"about_ca_system_score_gemma":0.005161278,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.3011059,"about_ca_topic_score_gemma":0.338838,"domain_scores_codex":[0.9980039,0.0008846922,0.00007103167,0.0004472525,0.000435104,0.000158009],"domain_scores_gemma":[0.9896432,0.005214073,0.001172924,0.0007986239,0.002750379,0.0004208472],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0006921756,0.0003775091,0.5525629,0.0009485601,0.0007406793,0.0008972093,0.007242381,0.07577599,0.001626446,0.1816856,0.01805546,0.159395],"study_design_scores_gemma":[0.0002232705,0.0008268179,0.5005528,0.001323071,0.001395986,0.0004457707,0.01852977,0.2787481,0.002834998,0.09150928,0.1034089,0.0002010463],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8383723,0.003235338,0.03512848,0.008273079,0.0002464775,0.0002938794,0.002353314,0.0002585559,0.1118386],"genre_scores_gemma":[0.9830438,0.0008328003,0.008177688,0.0002316883,0.00003672665,0.00008081147,0.0004944268,0.00004932336,0.007052778],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3011059,"threshold_uncertainty_score":0.5987065,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.034629974296797,"score_gpt":0.2500279952390238,"score_spread":0.2153980209422268,"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."}}