{"id":"W4391749923","doi":"10.1017/s0022109024000048","title":"Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns","year":2024,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"Hong Kong University of Science and Technology","keywords":"Section (typography); Corporate bond; Bond; Bond market; 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":[0.003059166,0.0003478657,0.0003078889,0.001021097,0.0001367468,0.0009764425,0.0004755258,0.0008549474,0.003606225],"category_scores_gemma":[0.02049746,0.0002626392,0.0003796371,0.0007448998,0.0002385615,0.0009933477,0.0003787525,0.0007740894,0.001383641],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002328051,"about_ca_system_score_gemma":0.0001374167,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002263738,"about_ca_topic_score_gemma":0.001374521,"domain_scores_codex":[0.9993786,0.0001944299,0.00006934623,0.0001493737,0.0001439831,0.00006427371],"domain_scores_gemma":[0.9637777,0.02266528,0.007397439,0.002485823,0.001636483,0.002037379],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001646086,0.0001016989,0.9892954,0.000006834292,0.0001984262,0.0000968964,0.00003922013,0.00322455,0.0006828338,0.0004036677,0.0002693547,0.005516433],"study_design_scores_gemma":[0.000006225553,0.0001117222,0.9723817,0.000006530991,0.00004683387,0.0002022869,0.00003956159,0.02538871,0.0008777034,0.0007335033,0.0001923133,0.00001293466],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9979979,0.0002293846,0.0006975308,0.0000679101,0.000005802919,0.00000405089,0.0002854602,0.00003008476,0.0006818766],"genre_scores_gemma":[0.9990483,0.00006359342,0.0001244249,0.000009966324,0.00001234896,0.000002834665,0.0003303807,0.000006031579,0.0004020802],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003606225,"threshold_uncertainty_score":0.01617861,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03307801282794989,"score_gpt":0.26293906771364,"score_spread":0.2298610548856901,"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."}}