{"id":"W4225339720","doi":"10.1111/beer.12429","title":"Systematic ESG exposure and stock returns: Evidence from the United States during the 1991–2019 period","year":2022,"lang":"en","type":"article","venue":"Business Ethics the Environment & Responsibility","topic":"Corporate Social Responsibility Reporting","field":"Business, Management and Accounting","cited_by":21,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Sample (material); Stock (firearms); Univariate; Index (typography); Economics; Econometrics; Financial crisis; Stock market; Multivariate statistics; Statistics; Financial economics; Mathematics; Geography","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":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch","metaepi_narrow","sts"],"consensus_categories":[],"category_scores_codex":[0.01718379,0.0004642072,0.00053515,0.0001215901,0.004804732,0.0007805278,0.001338675,0.0001646818,0.0002213579],"category_scores_gemma":[0.0173776,0.0002597929,0.0001831788,0.00137732,0.001046752,0.0006468141,0.003059989,0.001973894,0.00003497448],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004253843,"about_ca_system_score_gemma":0.0001849842,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005939362,"about_ca_topic_score_gemma":0.0005046184,"domain_scores_codex":[0.9927882,0.002720502,0.001210522,0.0009476088,0.001792658,0.0005405223],"domain_scores_gemma":[0.9874778,0.008289662,0.001419649,0.002534669,0.0002463416,0.00003188753],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.009948465,0.001249416,0.8031178,0.02090661,0.00121813,0.0005379185,0.08669662,0.0503583,0.01972936,0.003402509,0.001333933,0.001500975],"study_design_scores_gemma":[0.0005925472,0.00003285045,0.9571385,0.000951088,0.000483446,0.00003771857,0.02041192,0.004229485,0.00004395644,0.009444291,0.005982128,0.0006521187],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9595311,0.002394134,0.0001052879,0.03496929,0.0003466291,0.002482041,0.00003047955,0.0001230112,0.00001800823],"genre_scores_gemma":[0.9957194,0.0002374151,0.00002617467,0.00263636,0.000305069,0.0003753371,0.00007017866,0.00006181065,0.0005682319],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1540207,"threshold_uncertainty_score":0.9999855,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04554958257169364,"score_gpt":0.2604187496812286,"score_spread":0.214869167109535,"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."}}