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.