{"id":"W4288917670","doi":"10.2139/ssrn.3510630","title":"Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Corporate bond; Section (typography); Bond; Financial economics; Economics; Business; Financial system; Monetary economics; Finance; Advertising","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":[0.00442276,0.0004206749,0.0006106779,0.001376041,0.0003246159,0.002265912,0.00109168,0.002102037,0.006904518],"category_scores_gemma":[0.03020893,0.0004590066,0.0006086128,0.001160887,0.0006125587,0.002560228,0.0007432551,0.001932452,0.002307285],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006749887,"about_ca_system_score_gemma":0.0002799402,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002043093,"about_ca_topic_score_gemma":0.003167314,"domain_scores_codex":[0.9993179,0.0001671606,0.00007794994,0.0001628397,0.0001662114,0.0001080072],"domain_scores_gemma":[0.9469279,0.0352968,0.01033052,0.002830131,0.00187551,0.002739082],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000651753,0.0004105013,0.9595671,0.00005244056,0.000695756,0.0007266082,0.0001987312,0.01317836,0.002542711,0.003754766,0.00134806,0.01687313],"study_design_scores_gemma":[0.00002415808,0.0002951503,0.9517667,0.00002014397,0.0001972642,0.0007466135,0.000148772,0.0382826,0.00147477,0.006217189,0.0007734867,0.00005321165],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9948179,0.001202886,0.001293033,0.0002721269,0.00002019195,0.000007838111,0.0004367961,0.00005019308,0.001899079],"genre_scores_gemma":[0.9970648,0.0003378122,0.0001980407,0.00003974405,0.00005776712,0.000005394898,0.0005813744,0.00001894811,0.001696193],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006904518,"threshold_uncertainty_score":0.02339005,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01211015068304234,"score_gpt":0.2058635396478909,"score_spread":0.1937533889648486,"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."}}