{"id":"W1584425931","doi":"10.2139/ssrn.673102","title":"Modelling the Efficiency of Equity Markets: Asymmetric Response to Price Innovations","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Equity (law); Economics; Monetary economics; Financial economics; Business","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003708213,0.0008759446,0.001182357,0.0008274115,0.000295437,0.002565966,0.001555145,0.003903863,0.002225097],"category_scores_gemma":[0.03026885,0.0008278969,0.0009102803,0.000804504,0.001785281,0.003851951,0.001340218,0.002307472,0.000245753],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001182009,"about_ca_system_score_gemma":0.0007204195,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003527289,"about_ca_topic_score_gemma":0.001375532,"domain_scores_codex":[0.999096,0.0004547783,0.00004651902,0.0001259036,0.0001060709,0.0001705953],"domain_scores_gemma":[0.9773088,0.01929565,0.001829291,0.0005684025,0.0005637098,0.0004341252],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009341867,0.00008139974,0.002018472,0.0000391472,0.0000399678,0.0001332773,0.00008943859,0.9492132,0.001474646,0.04354943,0.0003386675,0.002928988],"study_design_scores_gemma":[0.00001314496,0.000008965187,0.0002402046,0.000001473021,0.000005347687,0.0000104809,0.000006992082,0.9915456,0.0001223734,0.008002507,0.00003768029,0.000005168773],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7566832,0.0007095115,0.2325272,0.002827822,0.000109306,0.00005754955,0.0001805758,0.0001414589,0.006763356],"genre_scores_gemma":[0.9940943,0.0002143262,0.003188159,0.00005684405,0.00005364976,0.00001766753,0.00003653429,0.0000351198,0.00230334],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003903863,"threshold_uncertainty_score":0.01961112,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02788139938976994,"score_gpt":0.2442419610048778,"score_spread":0.2163605616151078,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}