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Viewpoint: Estimating the equity premium

2008· article· en· W1913814500 on OpenAlexvenueno aff
John Y. Campbell

Bibliographic record

VenueCanadian Journal of Economics/Revue canadienne d économique · 2008
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsPredictabilityEquity premium puzzleValuation (finance)Equity (law)Stock (firearms)Financial economicsValuation effectsEconometricsCapital asset pricing modelFinanceMathematicsGeographyStatistics

Abstract

fetched live from OpenAlex

Abstract. Finance theory restricts the time‐series behaviour of valuation ratios and links the cross‐section of stock prices to the level of the equity premium. This can be used to strengthen the evidence for predictability in stock returns. Steady‐state valuation models are useful predictors of stock returns, given the persistence in valuation ratios. A steady‐state approach suggests that the world geometric average equity premium fell considerably in the late twentieth century, rose modestly in the early years of the twenty‐first century, and was almost 4% at the end of March 2007.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.033
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Commentary · Consensus signal: none
Teacher disagreement score0.009
Threshold uncertainty score0.027

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.033
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.001
Science and technology studies0.0000.001
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0050.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.218
GPT teacher head0.198
Teacher spread0.020 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreCommentary

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations200
Published2008
Admission routes1
Has abstractyes

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