{"id":"W2128487852","doi":"10.1016/s0378-4266(99)00046-1","title":"Common stock returns and international listing announcements: Conditional tests of the mild segmentation hypothesis","year":2000,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":80,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Financial economics; Capital market; Stock (firearms); Portfolio; Economics; Capital asset pricing model; Stock market; Financial market; Volatility (finance); Market segmentation; Business; Monetary economics; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.009357596,0.0006779216,0.001040594,0.001650782,0.0007410033,0.002621729,0.001528393,0.001666674,0.009746794],"category_scores_gemma":[0.04382576,0.0004829353,0.001411003,0.001424556,0.002841418,0.002733441,0.002313031,0.002043291,0.0007855656],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005679779,"about_ca_system_score_gemma":0.0007996728,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005677249,"about_ca_topic_score_gemma":0.004812908,"domain_scores_codex":[0.9967042,0.001223949,0.0002185835,0.0007249174,0.0003476275,0.000780709],"domain_scores_gemma":[0.8742863,0.08345547,0.02740356,0.006649468,0.001315848,0.00688937],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.008193378,0.001559376,0.9455882,0.00006915642,0.001200874,0.0006678662,0.001446391,0.004679994,0.004680677,0.01246492,0.001707709,0.0177415],"study_design_scores_gemma":[0.0005401866,0.0009283067,0.9474059,0.00001557371,0.0004957673,0.0003541742,0.0008633779,0.03410114,0.001460056,0.01325142,0.0005124705,0.00007155077],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9982657,0.0000390588,0.0006430346,0.0001484076,0.00001079557,0.000007932492,0.0001414846,0.00001237796,0.0007313088],"genre_scores_gemma":[0.9990895,0.00002369965,0.0001218151,0.00003213165,0.00004661482,0.000005909151,0.0003743669,0.000005807327,0.0003002307],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009746794,"threshold_uncertainty_score":0.04948831,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0436222047633831,"score_gpt":0.2476318227173299,"score_spread":0.2040096179539468,"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."}}