{"id":"W3121152201","doi":"","title":"The Pricing of Risk in Common Shares","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Capital asset pricing model; Systematic risk; Proxy (statistics); Expected return; Economics; Risk–return spectrum; Econometrics; Financial economics; Capital asset; Actuarial science; Finance; Mathematics; Statistics","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":[0.0009723734,0.0002971242,0.0003327258,0.0006016194,0.0003080557,0.002938583,0.0005774329,0.0007357891,0.002512914],"category_scores_gemma":[0.01055896,0.0002052669,0.0004073506,0.0006738494,0.0013897,0.00368487,0.0009126754,0.0006879371,0.0002307983],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001350278,"about_ca_system_score_gemma":0.0004300302,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002273877,"about_ca_topic_score_gemma":0.001328308,"domain_scores_codex":[0.9995673,0.0001249176,0.00002084784,0.0000601081,0.0001580551,0.00006879975],"domain_scores_gemma":[0.9981535,0.0007708741,0.0004363744,0.000286588,0.0001934205,0.0001592342],"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":[0.0002422941,0.00007461186,0.02621316,0.00006103398,0.00009897201,0.001022969,0.0007721006,0.07080533,0.005741353,0.8599675,0.00148981,0.03351081],"study_design_scores_gemma":[0.00003158257,0.0001000262,0.02342376,0.00003590374,0.00003806085,0.0004020719,0.0002843601,0.2489273,0.002006335,0.7221097,0.002596416,0.00004433739],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9409294,0.001042745,0.04233074,0.001672754,0.00006574084,0.00002102198,0.00009687628,0.00004646584,0.01379425],"genre_scores_gemma":[0.9977868,0.0001806389,0.0007802292,0.00001434283,0.00003682317,0.000003208603,0.00002124601,0.000004489395,0.00117226],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002938583,"threshold_uncertainty_score":0.009797037,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01540425168736548,"score_gpt":0.2798127214718232,"score_spread":0.2644084697844578,"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."}}