{"id":"W2174431136","doi":"10.2139/ssrn.2576784","title":"Investing with Style in Corporate Bonds","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":37,"is_retracted":false,"has_abstract":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Corporate bond; Equity (law); Bond; Momentum (technical analysis); Excess return; Financial economics; Economics; Monetary economics; Carry (investment); Business; Econometrics; Finance; Geography","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002066814,0.0001327675,0.0002551673,0.0002152854,0.00007475961,0.00009694394,0.0001766403,0.00005724033,0.00001872392],"category_scores_gemma":[0.00009830727,0.0001233529,0.00003067106,0.0003221114,0.00005934211,0.0004339091,0.0000221585,0.0008539454,0.00007821158],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006677294,"about_ca_system_score_gemma":0.0009775016,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003925305,"about_ca_topic_score_gemma":0.001421487,"domain_scores_codex":[0.9980321,0.00002017472,0.0004098031,0.0002021515,0.00005006259,0.001285736],"domain_scores_gemma":[0.9992785,0.00001237359,0.0004515878,0.0001221389,0.00003618373,0.00009918381],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004268888,0.00003404045,0.09440578,0.000002784461,0.00001894141,0.000008589321,0.0001597332,0.0001115519,0.000003380719,0.9045551,0.0001999064,0.0004575524],"study_design_scores_gemma":[0.001118051,0.0006425476,0.01107817,0.00002020188,0.000002750687,0.0001137779,0.001016623,0.0003921105,0.000005099599,0.9803312,0.005066118,0.0002133471],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9141946,0.00508772,0.001178788,0.0007727063,0.0001563832,0.0001023738,0.000004185116,0.00002312682,0.07848009],"genre_scores_gemma":[0.9967245,0.000719405,0.0002980403,0.0001928765,0.0001290663,0.000005917997,0.000002746259,0.00002112609,0.001906257],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08332761,"threshold_uncertainty_score":0.5030186,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0476472850354681,"score_gpt":0.2087938419312209,"score_spread":0.1611465568957527,"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."}}