{"id":"W3123288978","doi":"10.17578/19-3-2","title":"Idiosyncratic Volatility, Momentum, Liquidity, and Expected Stock Returns in Developed and Emerging Markets","year":2015,"lang":"en","type":"article","venue":"Multinational Finance Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Emerging markets; Stock (firearms); Market liquidity; Volatility (finance); Systematic risk; Economics; Financial economics; Volatility risk; Econometrics; Monetary economics; Implied volatility; Volatility risk premium; 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":[0.001227267,0.000266667,0.0003022588,0.001339495,0.0002099205,0.001209104,0.0002145829,0.000302756,0.0005508651],"category_scores_gemma":[0.006223746,0.0001298502,0.0003871949,0.001149667,0.0004847839,0.001482871,0.000715075,0.0004856495,0.00007777834],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003829965,"about_ca_system_score_gemma":0.0002890151,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003347427,"about_ca_topic_score_gemma":0.005241141,"domain_scores_codex":[0.9997935,0.00005353197,0.00002481037,0.00003668218,0.00004335118,0.0000481816],"domain_scores_gemma":[0.9951833,0.001707762,0.002227683,0.0002065774,0.0002556201,0.0004189989],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00008955775,0.00004475755,0.9909937,0.00001181412,0.0001191889,0.0002618665,0.0001372192,0.002159316,0.0003252793,0.001233472,0.00008274188,0.004541123],"study_design_scores_gemma":[0.000007709853,0.00005438579,0.9907286,0.000008172333,0.00003444148,0.0001620034,0.000156431,0.006644108,0.0002288278,0.001799914,0.0001678648,0.000007516201],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9987877,0.0002353886,0.0004017677,0.00003758671,0.00000146963,0.000002404307,0.00005300212,0.000002342818,0.0004783188],"genre_scores_gemma":[0.9996127,0.0001194538,0.00006889559,0.000005853846,0.000005638191,0.000001094377,0.0001035731,7.265472e-7,0.00008204995],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003347427,"threshold_uncertainty_score":0.006655872,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05909733739528793,"score_gpt":0.2617029109138492,"score_spread":0.2026055735185613,"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."}}