{"id":"W4396951433","doi":"10.1016/j.jbankfin.2024.107217","title":"Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds","year":2024,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Bond; Volatility (finance); Corporate bond; Business; Mutual fund; Monetary economics; Bond market; Market liquidity; Bond market index; Financial system; Financial economics; Economics; Finance","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":[0.002122762,0.0002666489,0.0004557931,0.001041317,0.0005280657,0.001691772,0.0006779659,0.001277726,0.004589352],"category_scores_gemma":[0.01827938,0.0002967746,0.0004298132,0.001174483,0.0009430144,0.00135756,0.001051898,0.0007483495,0.0006092114],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004317885,"about_ca_system_score_gemma":0.0002442207,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008245411,"about_ca_topic_score_gemma":0.006377116,"domain_scores_codex":[0.9993604,0.0002472888,0.00006610409,0.00009449669,0.0001273136,0.0001043983],"domain_scores_gemma":[0.9666514,0.01792952,0.0114843,0.001210753,0.001308764,0.001415226],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001301778,0.0002181398,0.985895,0.00004503226,0.0003235709,0.000297867,0.0004461409,0.000285319,0.001027225,0.0008267287,0.0004446445,0.008888595],"study_design_scores_gemma":[0.00007590229,0.0002227055,0.9960836,0.00002225426,0.0002967942,0.0001756198,0.0006162285,0.0003802501,0.0006028697,0.0005462276,0.0009667123,0.00001077902],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9969637,0.0006663696,0.00005294106,0.000402773,0.000005224428,0.000003492164,0.0001625974,0.000002533809,0.001740332],"genre_scores_gemma":[0.9990029,0.0003806407,0.0000260546,0.00004734764,0.00002166681,0.00000202065,0.0001827554,0.000002035621,0.0003346123],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008245411,"threshold_uncertainty_score":0.01639485,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05950702921885724,"score_gpt":0.2478604810154707,"score_spread":0.1883534517966134,"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."}}