{"id":"W2216365428","doi":"10.2139/ssrn.1681822","title":"Chilean Stock Market Expected Return Analysis: A Variance Decomposition","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Financial economics; Econometrics; Economics; Variance decomposition of forecast errors; Stock market; Business; 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":[0.004362503,0.0001484887,0.0002125956,0.0005726049,0.0005027232,0.0004002079,0.0002994396,0.00009557716,0.000638534],"category_scores_gemma":[0.000631475,0.0001339308,0.0002047594,0.001336984,0.00003308244,0.0005986911,0.00005602767,0.00215458,0.00006963852],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001572204,"about_ca_system_score_gemma":0.0006268017,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002935783,"about_ca_topic_score_gemma":0.00337903,"domain_scores_codex":[0.9973125,0.00003848258,0.0004174386,0.0002579897,0.0005399701,0.001433621],"domain_scores_gemma":[0.9988121,0.00003493795,0.0004718843,0.0002407328,0.0004145896,0.00002574123],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0008011735,0.0007578321,0.4415172,0.00008011687,0.002931033,0.00008375499,0.0001833574,0.000326803,0.02043421,0.3870561,0.01038451,0.1354439],"study_design_scores_gemma":[0.002291624,0.0001457262,0.5455329,0.00005267633,0.001383632,0.0003661397,0.0007795752,0.06841369,0.0001216023,0.3581977,0.02171808,0.0009966444],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9720894,0.0001400499,0.01344613,0.001298867,0.000442626,0.0001650271,6.821064e-7,0.00009770031,0.01231948],"genre_scores_gemma":[0.9956543,0.00005350292,0.0001563334,0.0001820062,0.001779511,0.00001157357,0.00001850784,0.00002099474,0.002123236],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1344473,"threshold_uncertainty_score":0.93607,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01234709952383722,"score_gpt":0.2884773453001974,"score_spread":0.2761302457763601,"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."}}