{"id":"W2941938357","doi":"10.5539/ijef.v11n6p14","title":"Factors of Stock Return and Carhart Model: The Case of Dhaka Stock Exchange (DSE) of Bangladesh","year":2019,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"University of Chittagong","keywords":"Portfolio; Economics; Econometrics; Value premium; Risk premium; Abnormal return; Stock market; Stock exchange; Expected return; Financial economics; Sample size determination; Stock (firearms); Capital asset pricing model; Statistics; Mathematics","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":[0.002181457,0.0006076959,0.0004691719,0.001395608,0.0005106287,0.001669049,0.0006335612,0.000801057,0.002937772],"category_scores_gemma":[0.00877523,0.0002153989,0.0008784424,0.001197587,0.0006542357,0.001218611,0.0005808862,0.0008887305,0.0004405536],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001251978,"about_ca_system_score_gemma":0.0008862486,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.05184351,"about_ca_topic_score_gemma":0.01901843,"domain_scores_codex":[0.9992016,0.0002763133,0.00005373699,0.0001622008,0.000155066,0.0001510683],"domain_scores_gemma":[0.9941325,0.00372521,0.0008884,0.0003648571,0.0006495881,0.0002396004],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002611333,0.00008356921,0.9334031,0.00005403554,0.0002299612,0.002378844,0.0007239206,0.03692052,0.0005953177,0.01008181,0.001256616,0.01401118],"study_design_scores_gemma":[0.00006548034,0.0002947536,0.6037576,0.00006103585,0.0002196345,0.0009231633,0.002139999,0.3788351,0.0006653232,0.009140403,0.003810694,0.0000868834],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9934747,0.000365729,0.002408803,0.0004319627,0.00001067123,0.00003292412,0.0002464418,0.00002153577,0.003007374],"genre_scores_gemma":[0.9984554,0.0001589526,0.0003750885,0.00001347258,0.000009032321,0.000008548988,0.0001626084,0.000004137601,0.0008127069],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05184351,"threshold_uncertainty_score":0.1030836,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04142573499006359,"score_gpt":0.2339488157461304,"score_spread":0.1925230807560668,"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."}}