{"id":"W2995918552","doi":"10.1007/s11156-019-00864-x","title":"Does idiosyncratic risk matter in IPO long-run performance?","year":2019,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"Social Sciences and Humanities Research Council of Canada; Autorité des Marchés Financiers","keywords":"Initial public offering; Systematic risk; Corporate finance; Autoregressive conditional heteroskedasticity; Economics; Monetary economics; Financial economics; Business; Econometrics; Finance; Volatility (finance)","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002113526,0.0002199098,0.0003781446,0.0007036143,0.0002026217,0.001566997,0.0003729046,0.0008458921,0.002085886],"category_scores_gemma":[0.01247566,0.0001392222,0.0004825074,0.001261705,0.0005152748,0.001175642,0.0007167889,0.0008569509,0.0004308318],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003319156,"about_ca_system_score_gemma":0.0002379886,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001569397,"about_ca_topic_score_gemma":0.001198862,"domain_scores_codex":[0.9994494,0.00012606,0.00006918851,0.0001321614,0.00009166284,0.0001314595],"domain_scores_gemma":[0.9797997,0.004558438,0.01227588,0.001073654,0.0009623722,0.001329965],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001542836,0.0000938537,0.9837474,0.00003119907,0.0001799581,0.0002483606,0.0001278501,0.002564809,0.00045513,0.0008188544,0.0003560442,0.01122234],"study_design_scores_gemma":[0.000005432321,0.0001402429,0.9930531,0.00002440181,0.00007440191,0.0001649618,0.0001928143,0.003657185,0.0003407677,0.001873217,0.0004596674,0.00001369826],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9949535,0.00116844,0.001374511,0.0005673557,0.00002237969,0.000008644695,0.0002877757,0.00001795775,0.001599434],"genre_scores_gemma":[0.9993045,0.0001769775,0.0000553002,0.00002558283,0.00003207821,0.000001900344,0.0001376119,0.00000308463,0.000262972],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002113526,"threshold_uncertainty_score":0.01117748,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0168699304578664,"score_gpt":0.237823360753659,"score_spread":0.2209534302957926,"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."}}