{"id":"W2974747177","doi":"10.1371/journal.pone.0221599","title":"The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test","year":2019,"lang":"en","type":"article","venue":"PLoS ONE","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal; Université du Québec en Outaouais; University of Ottawa","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Endogeneity; Econometrics; Instrumental variable; Capital asset pricing model; Economics; Context (archaeology); Deleveraging; Financial crisis; Financial economics; Macroeconomics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002125191,0.0001247971,0.0002394007,0.00005243989,0.0002354408,0.0001393681,0.0001470294,0.00006500305,0.0002534637],"category_scores_gemma":[0.00008360506,0.0001133746,0.00003543012,0.00007453094,0.0001138531,0.0002452367,0.00007262613,0.0001097849,0.0002089178],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000499811,"about_ca_system_score_gemma":0.00003515544,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001076687,"about_ca_topic_score_gemma":0.00002043634,"domain_scores_codex":[0.9991275,0.000006499626,0.0002962761,0.0002665289,0.00005926739,0.0002439131],"domain_scores_gemma":[0.9994637,0.000115931,0.0001414939,0.000203782,0.00002441526,0.00005070199],"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":[0.00001359452,0.0007001669,0.08191491,0.00006844736,0.0001413083,0.00000128735,0.0001538712,0.0002382712,0.001560288,0.9145623,0.0005794666,0.00006607331],"study_design_scores_gemma":[0.002540383,0.0009536754,0.1304596,0.0001460585,0.00006712526,0.00001406889,0.0002487443,0.1589163,0.00117143,0.697849,0.006578269,0.001055323],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9050368,0.0009093794,0.00006367354,0.0004807265,0.00007529513,0.000300345,0.0004966543,0.0000270218,0.09261012],"genre_scores_gemma":[0.9955597,0.0009186857,0.00104252,0.0002867077,0.0000691633,0.00004537141,0.00004848838,0.00001526675,0.002014132],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2167133,"threshold_uncertainty_score":0.4623281,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07447529367861244,"score_gpt":0.1764432539969488,"score_spread":0.1019679603183364,"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."}}