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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.

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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.

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Journal of Financial Econometrics
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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.

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

46 results · 1 filter active ·
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20042025
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Machine labels · sparse coverage
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An unlabeled work is unknown, not a negative. Label coverage is reported on every query.
46 works in the cohort · of 4,299,418page 1 of 1

Labels cover 0 of 46 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 46 of 46 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.

affunlabeled
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy
Caio Almeida, Kym Ardison, René García, José Valentim Machado Vicente
2017· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
47
citations
affunlabeled
Components of Market Risk and Return
John M. Maheu, Thomas H. McCurdy
2007· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
43
citations
affunlabeled
Pseudo-True SDFs in Conditional Asset Pricing Models*
Bertille Antoine, Kevin Proulx, Éric Renault
2018· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
20
citations
affunlabeled
Sample and Implied Volatility in GARCH Models
Lajos Horváth, Piotr Kokoszka, Ričardas Zitikis
2006· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
11
citations
affunlabeled
Robust Conditional Variance and Value-at-Risk Estimation
Debbie J. Dupuis, Nicolas Papageorgiou, Bruno Rémillard
2014· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
10
citations
affunlabeled
Nonparametric Dynamic Conditional Beta
John M. Maheu, Azam Shamsi Zamenjani
2019· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
6
citations
afffundunlabeled
Multilevel and Tail Risk Management
Lynda Khalaf, Arturo Leccadito, Giovanni Urga
2020· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
The Term Structures of Expected Loss and Gain Uncertainty*
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap, Lai Xu
2020· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
Time Variation in Cash Flows and Discount Rates
Tolga Cenesizoglu, Denada Ibrushi
2022· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
afffundunlabeled
Bootstrap Inference for Group Factor Models
Śılvia Gonçalves, Benoît Perron
2024· article· en· Journal of Financial Econometrics· Mathematics
machine prediction:candidate · noneconsensus · none
3
citations
affunlabeled
Positional Portfolio Management
Patrick Gagliardini, Christian Gouriéroux, Mirco Rubin
2019· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
3
citations
affunlabeled
On Frequent Batch Auctions for Stocks
Ravi Jagannathan
2019· article· en· Journal of Financial Econometrics· Decision Sciences
machine prediction:candidate · noneconsensus · none
3
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
affunlabeled
Microinformation, Nonlinear Filtering, and Granularity
Patrick Gagliardini, Christian Gouriéroux, Alain Monfort
2011· preprint· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Multi-Factor Timing with Deep Learning
Paul Cotturo, Fred Liu, Robert Proner
2024· article· en· Journal of Financial Econometrics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations

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