1{"text": "{\"genre\":\"mixed_theory_empirical\",\"subfield\":\"asset_pricing\",\"subfield_secondary\":\"macro_finance (production-based asset pricing, production networks)\",\"primary_method\":\"theoretical_model_analytical\",\"identification\":{\"estimand\":\"Risk prices of innovations in network sparsity and concentration in the cross-section of stock returns; return spreads of network-beta-sorted portfolios\",\"strategy\":\"General equilibrium multisector model derives the network factors in closed form; factors are computed from input-output/Compustat data; stocks are sorted on factor betas; Fama-MacBeth estimation of risk prices; time-series regressions of dividend growth on the factors\",\"key_assumptions\":[\"Cobb-Douglas production with an exogenous, stochastically evolving network\",\"Perfect competition and a representative household\",\"Concentration and sparsity are sufficient statistics for aggregate risk\",\"Factor betas estimated from returns proxy for true exposures\"],\"threats_addressed\":[\"Spreads explained by CAPM or Fama-French three-factor model\",\"Sensitivity to the choice of test assets (seven sets)\"],\"causal_language_strength\":2,\"uses_causal_claim\":false},\"abstract_moves\":{\"question\":{\"present\":true,\"sentence_index\":0},\"gap\":{\"present\":false,\"sentence_index\":-1},\"method\":{\"present\":true,\"sentence_index\":3},\"results\":{\"present\":true,\"sentence_index\":4},\"magnitude\":{\"present\":true,\"sentence_index\":4},\"contribution\":{\"present\":true,\"sentence_index\":2}},\"introduction\":{\"moves\":[{\"paragraph_index\":0,\"move\":\"motivation\"},{\"paragraph_index\":0,\"move\":\"contribution_statement\"},{\"paragraph_index\":1,\"move\":\"mechanism_or_theory_sketch\"},{\"paragraph_index\":2,\"move\":\"mechanism_or_theory_sketch\"},{\"paragraph_index\":3,\"move\":\"preview_of_approach\"},{\"paragraph_index\":3,\"move\":\"preview_of_results\"},{\"paragraph_index\":3,\"move\":\"roadmap\"},{\"paragraph_index\":4,\"move\":\"literature_gap\"},{\"paragraph_index\":4,\"move\":\"related_literature_positioning\"},{\"paragraph_index\":5,\"move\":\"related_literature_positioning\"},{\"paragraph_index\":6,\"move\":\"related_literature_positioning\"},{\"paragraph_index\":7,\"move\":\"related_literature_positioning\"}],\"contribution_paragraph_index\":0,\"contribution_types\":[\"new_theory_or_model\",\"new_data_or_measure\",\"new_evidence\"],\"roadmap_present\":true,\"literature_positioning_location\":\"inside_introduction\"},\"section_roles\":[{\"idx\":0,\"role\":\"introduction\"},{\"idx\":1,\"role\":\"theory\"},{\"idx\":2,\"role\":\"results\"},{\"idx\":3,\"role\":\"conclusion\"}],\"results_presentation\":{\"economic_significance_discussed\":true,\"statistical_significance_language\":\"unclear\",\"magnitude_statements_in_intro\":true},\"robustness\":{\"location\":\"within_results\",\"types\":[\"alternative_specification\",\"other\"]},\"tables\":{\"convention_notes\":\"Notes state what is reported (statistics, excess returns, alphas, risk prices, coefficients with t-statistics, R2) and describe the panel and column structure. 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