{"id":"W7071742154","doi":"","title":"Three Essays on Financial Markets","year":2024,"lang":"en","type":"dissertation","venue":"MacSphere (McMaster University)","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"","keywords":"Futures contract; Capital asset pricing model; Portfolio; Risk premium; Financial risk; Hedge; Valuation (finance); Financial market; Stock (firearms); Rational pricing","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":[0.002261414,0.0009381602,0.0006708429,0.002813953,0.002201469,0.006088515,0.0009900645,0.003657368,0.02300169],"category_scores_gemma":[0.01177607,0.0002962725,0.0007892889,0.002822383,0.005692135,0.008140117,0.002226907,0.00468933,0.00448838],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003013271,"about_ca_system_score_gemma":0.00191364,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001836194,"about_ca_topic_score_gemma":0.001304831,"domain_scores_codex":[0.9987711,0.0003618166,0.00007751732,0.0001541762,0.0004646947,0.0001706565],"domain_scores_gemma":[0.9946566,0.003482281,0.0003521946,0.0002551374,0.0008968853,0.0003570194],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003366764,0.00003734623,0.0005192609,0.000180109,0.00001363699,0.0001454946,0.001044549,0.000474783,0.0001213056,0.6148294,0.3412375,0.04136289],"study_design_scores_gemma":[0.00001317666,0.00001974475,0.0006563837,0.0005229734,0.000004517785,0.0001405778,0.0007144434,0.0004207886,0.00007292234,0.2227706,0.7746459,0.00001797127],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"commentary","genre_gemma":"empirical","genre_scores_codex":[0.007753171,0.1641053,0.01100694,0.4913892,0.03175536,0.00007031646,0.0007431011,0.0002036137,0.2929729],"genre_scores_gemma":[0.2625758,0.19509,0.007859614,0.0921406,0.08631892,0.0003409817,0.001070172,0.0003538167,0.3542501],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02300169,"threshold_uncertainty_score":0.07694834,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01447708486500298,"score_gpt":0.1903136466260128,"score_spread":0.1758365617610098,"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."}}