{"id":"W4387859420","doi":"10.1016/j.frl.2023.104641","title":"Realized semibetas and international stock return predictability","year":2023,"lang":"en","type":"article","venue":"Finance research letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Predictability; Downside risk; Stock (firearms); Financial economics; Economics; Risk premium; Econometrics; Stock market; Risk–return spectrum; Monetary economics; Geography; Mathematics; Statistics","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":[],"consensus_categories":[],"category_scores_codex":[0.002389852,0.0001275254,0.0002523108,0.0003897749,0.0002255498,0.0001494131,0.0003409056,0.00008124101,0.0001780955],"category_scores_gemma":[0.0005782259,0.0001390735,0.00006163742,0.0006429745,0.0003498061,0.0003763388,0.000212928,0.0003436452,0.000329235],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000121199,"about_ca_system_score_gemma":0.00003037261,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003034297,"about_ca_topic_score_gemma":0.00001782052,"domain_scores_codex":[0.9983113,0.00006139435,0.000394979,0.0005375902,0.0001302263,0.0005644526],"domain_scores_gemma":[0.9992619,0.0001571975,0.0001032267,0.0003533781,0.00005387509,0.00007043077],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.0001508909,0.00008559674,0.2631693,0.0001257407,0.00006946087,0.00005065924,0.0007986258,0.00003907114,0.001107886,0.3375881,0.3915728,0.005241913],"study_design_scores_gemma":[0.0006029244,0.00008522169,0.5633715,0.00004505548,0.000001198149,0.000002738607,0.00005798064,0.003136796,0.00006099408,0.06422852,0.3681769,0.000230117],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9538112,0.0005954255,0.00008544147,0.02168855,0.0005147881,0.0003485615,0.0002619404,0.0001048934,0.02258922],"genre_scores_gemma":[0.9913189,0.003113531,0.0003489821,0.0005995201,0.0002647397,0.0001531602,0.00008041191,0.00002716098,0.004093563],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3002023,"threshold_uncertainty_score":0.5671254,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.12369287668572,"score_gpt":0.3264103851540714,"score_spread":0.2027175084683515,"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."}}