{"id":"W6908207092","doi":"10.25394/pgs.11328641","title":"Essays on Empirical Asset Pricing","year":2019,"lang":"en","type":"dissertation","venue":"Purdue","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Transaction data; Corporate bond; Bond; Equity (law); Price discovery; Database transaction; Volatility (finance); Quarter (Canadian coin); Stock (firearms)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004713398,0.001258138,0.001014015,0.003592005,0.001188081,0.004395912,0.001176377,0.002771863,0.02498064],"category_scores_gemma":[0.0260098,0.00048444,0.0009803188,0.005558476,0.003785573,0.007186728,0.001514685,0.005987546,0.009775689],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002713365,"about_ca_system_score_gemma":0.001514086,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001908734,"about_ca_topic_score_gemma":0.001081427,"domain_scores_codex":[0.9978603,0.0008191833,0.0001799366,0.0003585215,0.000678985,0.0001031252],"domain_scores_gemma":[0.9815392,0.01437167,0.0004851499,0.001420197,0.001842408,0.0003414167],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003005627,0.00007266917,0.001399638,0.0003543132,0.00004657244,0.0001073424,0.0003736294,0.001363528,0.00008256623,0.4499885,0.4452301,0.1009511],"study_design_scores_gemma":[0.0000138191,0.00001788101,0.001607357,0.0009216948,0.00001413991,0.0001697958,0.0002530385,0.001732343,0.00006344026,0.3658623,0.6293211,0.00002317922],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"review","genre_gemma":"other","genre_scores_codex":[0.004595062,0.3914346,0.04284571,0.2443945,0.0369054,0.00007376068,0.001896323,0.0004091329,0.2774456],"genre_scores_gemma":[0.1318002,0.4722657,0.02868074,0.04915532,0.1565422,0.0003538545,0.002815797,0.0008467603,0.1575395],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.02498064,"threshold_uncertainty_score":0.08356857,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04359624501865804,"score_gpt":0.2690683551008012,"score_spread":0.2254721100821432,"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."}}