Firm Specific Fundamental Variables and Common Stock Returns
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.
Bibliographic record
Abstract
The main objective of the study is to examine the impact of firm specific fundamental variables on cross-section of expected stock returns from the Nepali capital market. The data were collected form the sample of 48 firms actively traded in the Nepal stock exchange (NEPSE) for 12 years from mid-July 2011 to mid-July 2022 with 576 observations. The explained variable is common stock returns and the explanatory variables are firm specific fundamental variables such as market capitalization as proxied by firm size, book to market equity, earning yield and cash flow yield. The study examined that firm size, book to market equity, and earning yield (for only CGY and TY) have the significant negative impact on common stock returns in Nepali capital market. In contrast earning yield has the significant positive impact on dividend yield only. The cash flow yield has no significant impact on common stock returns in Nepali capital market.
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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 | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.001 |
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 it