{"id":"W3005399404","doi":"10.1093/rfs/hhz052","title":"Cross-Listings and the Dynamics between Credit and Equity Returns","year":2019,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Lethbridge; McGill University","funders":"","keywords":"Synchronicity; Equity (law); Stock (firearms); Credit default swap; Financial economics; Business; Economics; Equity capital markets; Monetary economics; Finance; Credit risk; Valuation (finance)","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00205469,0.0001296836,0.0003589768,0.001489541,0.0002640283,0.002789434,0.000317261,0.0009036805,0.006863677],"category_scores_gemma":[0.0200185,0.0001383903,0.0002446488,0.001834587,0.00067562,0.001481081,0.000774224,0.0006537298,0.0005105741],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007633105,"about_ca_system_score_gemma":0.0002142713,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003831262,"about_ca_topic_score_gemma":0.003200251,"domain_scores_codex":[0.9992542,0.0002290081,0.00006544106,0.000139141,0.00020316,0.00010907],"domain_scores_gemma":[0.9616216,0.01748843,0.01664438,0.0009661412,0.001699415,0.001579964],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004264425,0.0003108253,0.8837718,0.0001558957,0.0002470966,0.00102662,0.001195543,0.005292073,0.002558287,0.01566497,0.004440191,0.08491024],"study_design_scores_gemma":[0.00002207571,0.0001234412,0.9761261,0.00008027875,0.00008939829,0.0002844379,0.0006216418,0.009418352,0.0006765629,0.007864581,0.004650966,0.00004230741],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.981667,0.004830775,0.001712867,0.002526354,0.00007112667,0.000009516995,0.0002797413,0.00004500699,0.00885748],"genre_scores_gemma":[0.9984177,0.0005076229,0.0001084,0.00006440148,0.00008450275,0.000001521697,0.00007406403,0.000004114136,0.0007377345],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006863677,"threshold_uncertainty_score":0.02296132,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05301314452611203,"score_gpt":0.3259667460306283,"score_spread":0.2729536015045163,"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."}}