Bibliographic record
Abstract
The primary goal of investment is to generate returns, which comprise dividends and capital appreciation from stocks. These returns are influenced by both systematic and unsystematic risks, encompassing macroeconomic variables and firm-specific factors, respectively. The study of stock returns has attracted considerable interest among research scholars over the past 15 years, spanning the period from 2000 to 2014 and encompassing 63 different journals. This analytical study conducts a content analysis of literature on stock returns, extracting information from 368 research papers. The findings reveal a significant volume of research conducted worldwide on stock returns during this period, yielding positive results. The analysis covers various factors such as predictability/forecasting of stock returns, volatility/variability of stock returns, and their relationship with inflation. These insights are anticipated to benefit stock exchanges, regulators, government agencies, and other stakeholders. Notably, predictability/forecasting, volatility/variability, and risk and liquidity aspects of stock returns have emerged as the primary focus areas for researchers over the past 15 years
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 distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.095 | 0.036 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.007 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.003 | 0.000 |
| Research integrity | 0.000 | 0.001 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; both teacher heads agree on what is shown here.
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".