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Record W2296157507 · doi:10.1109/icee.2012.355

An Influence of Canada Stock Market Factor on the Two Stock Market Returns: Study of the Hong Kong and the Singapore's Stock Markets

2012· article· en· W2296157507 on OpenAlex
Liu-Hsiang Hsu, Wann-Jyi Horng, Cheng-Yen Hsu

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueInternational Conference on E-Business and E-Government · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsStock (firearms)Stock marketStock exchangeStock market bubbleFinancial economicsBivariate analysisEmpirical researchBusinessRestricted stockStock market indexEconometricsEconomicsFinanceMathematicsStatisticsGeography

Abstract

fetched live from OpenAlex

The empirical results show that the dynamic conditional correlation (DCC) and the bivariate asymmetric-IGARCH(1, 2) model is appropriate in evaluating the relationship of the Hong Kong and the Singapore's stock markets. The empirical result also indicates that the Hong Kong and the Singapore's stock markets is a positive relation. The average estimation value of correlation coefficient equals to 0.6619, which implies that the two stock markets is synchronized influence. Besides, the empirical result also shows that the Hong Kong and the Singapore's stock markets have an asymmetrical effect, and the variation risks of the Hong Kong's stock market return also receives the influence of the good and bad news in Hong Kong. And the variation risks of the Hong Kong's and the Singapore's stock market return also receives the influence of the Canada stock market.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.006
metaresearch head score (Gemma)0.006
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.095
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.006
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0020.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.086
GPT teacher head0.352
Teacher spread0.265 · 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