{"id":"W3122842425","doi":"10.1016/j.econlet.2010.11.004","title":"On the estimation of asset pricing models using univariate betas","year":2010,"lang":"en","type":"article","venue":"Economics Letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"Social Sciences and Humanities Research Council of Canada; University of Toronto","keywords":"Univariate; Econometrics; Capital asset pricing model; Standard error; Economics; Risk premium; Regression; Statistics; Mathematics; Multivariate statistics","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":[0.0004901586,0.0001240386,0.0002360964,0.0001306494,0.0001114636,0.00007518592,0.0002123909,0.00006182625,0.0001104008],"category_scores_gemma":[0.0000538949,0.000118814,0.00008072968,0.00007581652,0.00008692179,0.0003595075,0.00003341549,0.0001800739,0.0000351074],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005421416,"about_ca_system_score_gemma":0.000019858,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002311296,"about_ca_topic_score_gemma":0.00001318092,"domain_scores_codex":[0.9991211,0.000009878501,0.0004475261,0.0002245929,0.00001492129,0.0001819869],"domain_scores_gemma":[0.9991235,0.0001052248,0.000409543,0.0003251736,0.000008399677,0.000028232],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00000637158,0.00001551179,0.0003918871,0.00000626401,0.00001972082,2.34311e-7,0.0001050922,0.08863603,0.0005441695,0.9098481,0.0003284947,0.00009814337],"study_design_scores_gemma":[0.0002071459,0.00002582464,0.002989941,0.00001116396,0.000005879729,0.000001206746,0.00001847871,0.6040609,0.0004924083,0.3912523,0.0007446835,0.0001900948],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9749704,0.00001709954,0.007272895,0.002693619,0.0005757103,0.0001519546,0.00005590071,0.00001324063,0.01424917],"genre_scores_gemma":[0.9950728,0.00001730711,0.003012245,0.001774213,0.00006558953,0.000005700895,0.000008539679,0.00001898711,0.00002460747],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5185958,"threshold_uncertainty_score":0.4845095,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03808031714472009,"score_gpt":0.2060850749457641,"score_spread":0.168004757801044,"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."}}