{"id":"W2342659622","doi":"10.5539/jms.v6n2p67","title":"Re-exploring the CCAPM: The Case of US Industry Returns with Different Price Deflators","year":2016,"lang":"en","type":"article","venue":"Journal of Management and Sustainability","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Chuo University","keywords":"GDP deflator; Economics; Consumption (sociology); Capital asset pricing model; Econometrics; Relative price; Stochastic discount factor; Risk aversion (psychology); Mathematical economics; Microeconomics; Expected utility hypothesis; Real gross domestic product","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01143536,0.0008793297,0.001012287,0.001753644,0.0005079129,0.003363756,0.00151456,0.001078429,0.004558989],"category_scores_gemma":[0.04883207,0.0003734,0.00257648,0.003070144,0.001083768,0.003227092,0.002126281,0.003313459,0.0009780923],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001042554,"about_ca_system_score_gemma":0.001012046,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02176178,"about_ca_topic_score_gemma":0.00948484,"domain_scores_codex":[0.9935453,0.004063716,0.0002919292,0.0009927211,0.0007762789,0.0003300954],"domain_scores_gemma":[0.9710546,0.02025521,0.003421361,0.003610371,0.001481247,0.000177324],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0006958598,0.0003157528,0.241213,0.0008027463,0.001784013,0.003465676,0.003174861,0.07502044,0.001703793,0.347487,0.0203214,0.3040155],"study_design_scores_gemma":[0.0002086328,0.0006255536,0.1677478,0.000626943,0.001643515,0.001768917,0.004811214,0.4675441,0.006342241,0.2362631,0.1120527,0.0003652352],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6395452,0.007462956,0.305838,0.01052873,0.0007743922,0.0002496887,0.00261595,0.000731414,0.03225378],"genre_scores_gemma":[0.9662266,0.001630261,0.02570082,0.001080884,0.0003623455,0.00009266056,0.001274045,0.0001788404,0.003453549],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02176178,"threshold_uncertainty_score":0.06047666,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02601076115996982,"score_gpt":0.2154916432813596,"score_spread":0.1894808821213897,"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."}}