TeX 69.3%
Python 30.6%
1{2 "placebo": {3 "AI adoption": {4 "pre": [5 0.0216,6 2.04,7 128 ],9 "post": [10 0.1427,11 2.15,12 313 ],14 "interaction": 0.0199,15 "interaction_t": 1.17,16 "is_ai": true17 },18 "AI infrastructure": {19 "pre": [20 0.0143,21 0.91,22 1223 ],24 "post": [25 0.1355,26 2.44,27 328 ],29 "interaction": 0.0277,30 "interaction_t": 2.63,31 "is_ai": true32 },33 "AI disruption risk": {34 "pre": [35 0.0313,36 2.47,37 1238 ],39 "post": [40 0.1407,41 2.07,42 343 ],44 "interaction": 0.0108,45 "interaction_t": 0.6,46 "is_ai": true47 },48 "ESG commitment": {49 "pre": [50 -0.0248,51 -2.82,52 1253 ],54 "post": [55 -0.0878,56 -2.27,57 358 ],59 "interaction": -0.0055,60 "interaction_t": -0.76,61 "is_ai": false62 },63 "Climate risk": {64 "pre": [65 -0.0079,66 -1.38,67 1268 ],69 "post": [70 -0.0495,71 -2.48,72 373 ],74 "interaction": 0.0008,75 "interaction_t": 0.17,76 "is_ai": false77 },78 "Cybersecurity": {79 "pre": [80 0.0261,81 1.96,82 1283 ],84 "post": [85 0.1347,86 2.12,87 388 ],89 "interaction": 0.009,90 "interaction_t": 0.64,91 "is_ai": false92 },93 "Automation/labor": {94 "pre": [95 0.0209,96 1.91,97 1298 ],99 "post": [100 0.0722,101 1.29,102 3103 ],104 "interaction": 0.0002,105 "interaction_t": 0.01,106 "is_ai": false107 },108 "Macro risk": {109 "pre": [110 -0.0157,111 -2.02,112 12113 ],114 "post": [115 -0.005,116 -0.11,117 3118 ],119 "interaction": 0.0125,120 "interaction_t": 1.06,121 "is_ai": false122 }123 },124 "sector_neutral": {125 "full": [126 0.0258,127 2.55,128 15129 ],130 "pre": [131 0.0228,132 3.35,133 12134 ],135 "post": [136 0.0377,137 0.84,138 3139 ]140 },141 "double_sort_post": {142 "Lo": {143 "Small": 19.46,144 "Large": 15.75145 },146 "Mid": {147 "Small": 19.25,148 "Large": 18.34149 },150 "Hi": {151 "Small": 34.55,152 "Large": 22.87153 }154 },155 "double_sort_pre": {156 "Lo": {157 "Small": 19.68,158 "Large": 13.78159 },160 "Mid": {161 "Small": 21.92,162 "Large": 14.32163 },164 "Hi": {165 "Small": 23.59,166 "Large": 13.63167 }168 },169 "mag7": {170 "baseline_post": [171 0.1457,172 2.07,173 3174 ],175 "ex_mag7_post": [176 0.1408,177 1.92,178 3179 ],180 "ex_top10_post": [181 0.1446,182 1.93,183 3184 ],185 "ex_mag7_pre": [186 0.0172,187 1.07,188 12189 ]190 },191 "alt_signal": {192 "wmean(base)": {193 "pre": [194 0.0245,195 1.58,196 12197 ],198 "post": [199 0.1457,200 2.07,201 3202 ]203 },204 "mean": {205 "pre": [206 0.0228,207 1.5,208 12209 ],210 "post": [211 0.134,212 2.23,213 3214 ]215 },216 "top5pct": {217 "pre": [218 0.0145,219 1.04,220 12221 ],222 "post": [223 0.1493,224 2.47,225 3226 ]227 }228 },229 "alt_horizon": {230 "6m": {231 "pre": [232 -0.0008,233 -0.1,234 12235 ],236 "post": [237 0.0113,238 NaN,239 2240 ]241 },242 "24m": {243 "pre": [244 0.0935,245 2.86,246 12247 ],248 "post": [249 0.2297,250 NaN,251 2252 ]253 }254 },255 "fm_byyear": [256 {257 "year": 2010,258 "coef": -0.018654282938673942,259 "se": 0.009695472645955529,260 "t": -1.9240199647673273261 },262 {263 "year": 2011,264 "coef": 0.001435148364027885,265 "se": 0.014380433340074323,266 "t": 0.09979868687465211267 },268 {269 "year": 2012,270 "coef": 0.035395857398994125,271 "se": 0.013905930789781194,272 "t": 2.5453785103694644273 },274 {275 "year": 2013,276 "coef": -0.032820156109442514,277 "se": 0.010621142759634813,278 "t": -3.0900776735789743279 },280 {281 "year": 2014,282 "coef": 0.010841711196201686,283 "se": 0.011867660354719292,284 "t": 0.913550849295276285 },286 {287 "year": 2015,288 "coef": 0.006479326366460515,289 "se": 0.013412889918344231,290 "t": 0.48306713958779457291 },292 {293 "year": 2016,294 "coef": 0.02707984005478753,295 "se": 0.012550003254423663,296 "t": 2.157755620122437297 },298 {299 "year": 2017,300 "coef": 0.0034972629856182416,301 "se": 0.01185096368675719,302 "t": 0.29510367916545416303 },304 {305 "year": 2018,306 "coef": 0.02054631106669548,307 "se": 0.01529739209321126,308 "t": 1.34312508573364309 },310 {311 "year": 2019,312 "coef": 0.003701229917838984,313 "se": 0.016590868923261604,314 "t": 0.22308837077542037315 },316 {317 "year": 2020,318 "coef": -0.009948325957169268,319 "se": 0.010769886400730438,320 "t": -0.9237168886474559321 },322 {323 "year": 2021,324 "coef": 0.03148733358665427,325 "se": 0.030271538243484185,326 "t": 1.040162985223646327 },328 {329 "year": 2022,330 "coef": 0.02932795595191831,331 "se": 0.018450575696434473,332 "t": 1.589541509947891333 },334 {335 "year": 2023,336 "coef": -0.011106516046450746,337 "se": 0.022395723028705686,338 "t": -0.49592129855396877339 },340 {341 "year": 2024,342 "coef": 0.14336824520911068,343 "se": 0.051926640844281974,344 "t": 2.7609766947768586345 }346 ],347 "pca": {348 "explained_var_ratio": [349 0.868,350 0.087,351 0.045352 ],353 "loadings_pc1": [354 -0.591,355 -0.564,356 -0.577357 ],358 "pre": [359 0.026,360 2.25,361 12362 ],363 "post": [364 0.134,365 1.97,366 3367 ]368 },369 "did": {370 "binary": {371 "coef": 0.017,372 "t": 0.78,373 "n": 6790374 },375 "continuous": {376 "coef": 0.0269,377 "t": 1.51,378 "n": 6790379 }380 },381 "did_eventtime": [382 {383 "year": 2015,384 "coef": 0.038502495574478234,385 "se": 0.013647551181681136386 },387 {388 "year": 2016,389 "coef": 0.029540519812011834,390 "se": 0.012753810613341071391 },392 {393 "year": 2017,394 "coef": 0.0020874489718798435,395 "se": 0.011114057494232506396 },397 {398 "year": 2018,399 "coef": 0.022522749526366168,400 "se": 0.01461694854274626401 },402 {403 "year": 2019,404 "coef": -0.0027932633763403172,405 "se": 0.015538493690487308406 },407 {408 "year": 2020,409 "coef": -0.011764718161458482,410 "se": 0.009738245327623967411 },412 {413 "year": 2021,414 "coef": 0.01569341537446243,415 "se": 0.015873370796659073416 },417 {418 "year": 2022,419 "coef": 0.033814541323192,420 "se": 0.01564722010647861421 },422 {423 "year": 2023,424 "coef": 0.005122643968623537,425 "se": 0.01576196920371611426 },427 {428 "year": 2024,429 "coef": 0.06760337692913146,430 "se": 0.02251728487512382431 }432 ],433 "fwd_vol": {434 "pre": [435 0.0202,436 2.4,437 12438 ],439 "post": [440 0.0285,441 3.09,442 3443 ]444 }445}