{"id":"W4392895989","doi":"10.1093/rapstu/raae007","title":"Equity Return Predictability with the ICAPM","year":2024,"lang":"en","type":"article","venue":"The Review of Asset Pricing Studies","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"University of Texas at Dallas; Université de Neuchâtel; University of Toronto","keywords":"Predictability; Psychology","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0018814,0.0004405282,0.0004594758,0.001838559,0.0001155931,0.001584633,0.0004416674,0.0004913121,0.002202383],"category_scores_gemma":[0.01386265,0.0001720796,0.0003199982,0.001665443,0.0003123352,0.0008788653,0.0005730693,0.0008158984,0.0004967838],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004054764,"about_ca_system_score_gemma":0.0003023398,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001293569,"about_ca_topic_score_gemma":0.0007219473,"domain_scores_codex":[0.9993488,0.000218019,0.0000407052,0.0001386867,0.0002117617,0.00004185417],"domain_scores_gemma":[0.9928091,0.004625895,0.001382738,0.0004153524,0.0006164688,0.0001504836],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004843097,0.0001220712,0.3883058,0.0006390588,0.0006450327,0.0004364106,0.0001541162,0.1590824,0.00381276,0.03743385,0.01141625,0.397468],"study_design_scores_gemma":[0.00002599683,0.0001451481,0.1466848,0.0002016816,0.0001794223,0.0002653412,0.00006693468,0.7919266,0.001756308,0.05383159,0.004868848,0.00004730148],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7541814,0.02382886,0.1685164,0.004402853,0.00048913,0.00007184639,0.002090094,0.001159336,0.04526006],"genre_scores_gemma":[0.991854,0.001410922,0.005242402,0.00007375711,0.0003149214,0.00001225792,0.000288586,0.00001580379,0.0007875104],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002202383,"threshold_uncertainty_score":0.009949923,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2283082739106486,"score_gpt":0.5117629665907024,"score_spread":0.2834546926800538,"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."}}