MétaCan
Menu
Cohort builder

4,299,418 works, Canadian by any of four routes.

Every filter state is a URL; the URL is the query; the query is citable via /q/⟨hash⟩. The page, the API and the export parse the same parameters.

The current cohort, streamed from the database: every work column, the machine labels, the provisional scores, and the per-row validation status. Exports are capped at 100,000 rows. Mints a permanent /q/ link for this exact query. The same filters always produce the same link, whoever asks.

Search term
Author
Year range
→
Sort
Language
Type
Field
Venue
Topic
Financial Markets and Investment Strategies
Retraction
Abstract
Evidence source
Study design
Label agreement
Label status

Direct Codex and Gemma labels are unvalidated and sparse. Distilled predictions cover the full frame and are also unvalidated. Choose the evidence source explicitly; absence of a direct label is never a negative label.

affaffiliation
fundfunder
venuejournal
aboutaboutness

The four routes compose: require the funder route and exclude affiliation to get the funder-only stratum no affiliation-based frame ever sees.

3,747 results · 1 filter active ·
Results by year
20002025
Publication date
Categories
Machine labels · sparse coverage
Evidence
Language
Type
Citations
An unlabeled work is unknown, not a negative. Label coverage is reported on every query.
3,747 works in the cohort · of 4,299,418page 41 of 75

Labels cover 0 of 3,747 works in this cohort. The rest are unlabeled, which is not a negative label: the label table is sparse today and grows as labeling rounds land.

Distilled predictions cover 3,747 of 3,747 works in this cohort. Predictions are machine_predicted_unvalidated. The Gemma side is a direct model label for every work (title-only); the Codex side is a distilled, calibrated classifier. Candidate is the union; consensus is the intersection.

affno abstractunlabeled
Equilibrium Analysis of Expected Shortfall
Pengyu Wei
2017· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Improving the Efficient Frontier
Clarence C. Y. Kwan
2003· article· en· The Journal of Portfolio Management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Are CEOS Paid Extra for Riskier Pay Packages?
Ana M. Albuquerque, Rui Albuquerque, Mary Ellen Carter, Qi Dong
2018· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Intraday Stock Predictability Everywhere
Fred Liu, Lars Stentoft
2023· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
venueno affunlabeled
A New Perspective on Daily Value at Risk Estimates
Arthur L. Dryver, Sarayut Nathaphan
2012· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Leverage risk and REIT returns
Alain Coën, Philippe Guardiola
2025· article· en· Finance research letters· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Determinants of Cryptocurrency Returns
Farhan Junayed, Dev R. Mishra, George F. Tannous
2024· preprint· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Inflation, risk, and dividend growth
Claude Bergeron
2024· article· en· SN Business & Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
When is the Price of Dispersion Risk Positive?
Alexander David, Amel Farhat
2020· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Data, Markups, and Asset Prices
Alexandre Corhay, Kejia Hu, Jun Li, Jincheng Tong, Chi-Yang Tsou
2025· preprint· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Optimal delegation contract with portfolio risk
Jiliang Sheng, Yan-Yan Yang, Jun Yang
2024· article· en· Journal of Banking & Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Emotional responses to financial information
Jean‐François Gajewski, Réal Labelle, Pierre‐Majorique Léger, Li Li, Sylvain Sénécal
2015· preprint· en· HAL (Le Centre pour la Communication Scientifique Directe)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
fundno affno abstractunlabeled
Exchange risk premia and firm characteristics
2015· article· en· The Royal Society of Chemistry’s Journals, Books and Databases (The Royal Society of Chemistry)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
venueno affunlabeled
A New Measure of Market Inefficiency
Christopher R. Stephens, Harald Benink, José Luís Gordillo, Juan Pablo Pardo‐Guerra
2021· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
An Information-Theoretic Asset Pricing Model
Anisha Ghosh, Christian Julliard, Alex P. Taylor
2025· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations

How this was built: Screen · Findings · About