Triple
T18044170
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Fama–French three-factor model |
E431728
|
entity |
| Predicate | introducedInPublication |
P309
|
FINISHED |
| Object |
The Cross-Section of Expected Stock Returns
The Cross-Section of Expected Stock Returns is a landmark 1992 finance paper by Eugene Fama and Kenneth French that empirically demonstrates how market, size, and value factors explain differences in average stock returns.
|
E431728
|
NE FINISHED |
How this triple was built (4 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: The Cross-Section of Expected Stock Returns | Statement: [Fama–French three-factor model, introducedInPublication, The Cross-Section of Expected Stock Returns]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: The Cross-Section of Expected Stock Returns Context triple: [Fama–French three-factor model, introducedInPublication, The Cross-Section of Expected Stock Returns]
-
A.
Fama–French three-factor model
The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
-
B.
The Equity Premium in Retrospect
"The Equity Premium in Retrospect" is a highly influential paper by John Cochrane that surveys and analyzes the historical equity premium puzzle and its implications for asset pricing theory.
-
C.
Mincer earnings function
The Mincer earnings function is a foundational econometric model in labor economics that relates individuals’ wages to their years of schooling and work experience.
-
D.
Lucas asset pricing model
The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
-
E.
Reports on the relation of stock exchanges to corporate finance
"Reports on the relation of stock exchanges to corporate finance" is an early 20th-century investigative study by the U.S. Bureau of Corporations analyzing how stock exchange practices affect corporate financing and economic power.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg
Description generation
gpt-5.1
Instruction
Generate a one-sentence description of the target entity. You are given a context triple in the form (subject, predicate, object), where the object is the target entity. # Instructions Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. Avoid repeating the information from the triple, unless really essential. # Response Format Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: The Cross-Section of Expected Stock Returns Triple: [Fama–French three-factor model, introducedInPublication, The Cross-Section of Expected Stock Returns]
Generated description
The Cross-Section of Expected Stock Returns is a landmark 1992 finance paper by Eugene Fama and Kenneth French that empirically demonstrates how market, size, and value factors explain differences in average stock returns.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: The Cross-Section of Expected Stock Returns Target entity description: The Cross-Section of Expected Stock Returns is a landmark 1992 finance paper by Eugene Fama and Kenneth French that empirically demonstrates how market, size, and value factors explain differences in average stock returns.
-
A.
Fama–French three-factor model
chosen
The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
-
B.
The Equity Premium in Retrospect
"The Equity Premium in Retrospect" is a highly influential paper by John Cochrane that surveys and analyzes the historical equity premium puzzle and its implications for asset pricing theory.
-
C.
Mincer earnings function
The Mincer earnings function is a foundational econometric model in labor economics that relates individuals’ wages to their years of schooling and work experience.
-
D.
Lucas asset pricing model
The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
-
E.
Reports on the relation of stock exchanges to corporate finance
"Reports on the relation of stock exchanges to corporate finance" is an early 20th-century investigative study by the U.S. Bureau of Corporations analyzing how stock exchange practices affect corporate financing and economic power.
- F. None of above.
Provenance (5 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69d8b906482481908183315b9ecf9994 |
completed | April 10, 2026, 8:47 a.m. |
| NER | Named-entity recognition | batch_69e4bff13f488190993445769551c9c2 |
completed | April 19, 2026, 11:43 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_6a0349bb99508190ba6b1f8e4ac2b599 |
completed | May 12, 2026, 3:39 p.m. |
| NEDg | Description generation | batch_6a034b4fd4fc8190bd75aa51a8f3d2d4 |
completed | May 12, 2026, 3:46 p.m. |
| NED2 | Entity disambiguation (via description) | batch_6a034bc081d08190aa29065fdaecc5b2 |
completed | May 12, 2026, 3:48 p.m. |
Created at: April 10, 2026, 10:25 a.m.