{"id":"W3122094266","doi":"","title":"Monetary Shocks, Equity Returns and Volatility - A Firm-Level Panel Data Analysis","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"","keywords":"Economics; Volatility (finance); Panel data; Panel analysis; Equity (law); Monetary economics; Econometrics; Financial economics","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":[0.002098304,0.0005527552,0.0009332996,0.00152005,0.0005880962,0.001604082,0.001056376,0.001614167,0.006499837],"category_scores_gemma":[0.004170817,0.0005637513,0.001688394,0.003018856,0.0004326045,0.0009834489,0.001153385,0.00222819,0.001961984],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006252039,"about_ca_system_score_gemma":0.0005635225,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02503393,"about_ca_topic_score_gemma":0.02785245,"domain_scores_codex":[0.9986265,0.0005262995,0.00009218852,0.0003051442,0.0001465087,0.0003034232],"domain_scores_gemma":[0.9898285,0.005972979,0.002170728,0.0009058474,0.0003813674,0.0007405327],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0007686473,0.0008665502,0.9663952,0.00005875227,0.002068752,0.0005579986,0.0002118466,0.01315703,0.0009884255,0.0007066896,0.00617513,0.00804499],"study_design_scores_gemma":[0.00004733805,0.0003299883,0.9817068,0.00002154418,0.0005530972,0.0001688762,0.0004045973,0.01418797,0.0004595912,0.0003864428,0.001691337,0.00004248275],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9874024,0.0004165917,0.0008797352,0.0003180802,0.00003090703,0.00002089257,0.009965987,0.00003758229,0.0009278957],"genre_scores_gemma":[0.9756011,0.0002910815,0.0005458695,0.00008183417,0.00005890995,0.00002757241,0.02151004,0.00001455099,0.001868866],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02503393,"threshold_uncertainty_score":0.04977643,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1020924680382295,"score_gpt":0.2770953252585007,"score_spread":0.1750028572202712,"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."}}