{"id":"W1964124252","doi":"10.1142/s2010495208500012","title":"\"HOW IS THE STOCK MARKET DOING?\" USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE","year":2008,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"Social Sciences and Humanities Research Council of Canada; University of British Columbia; National University of Singapore","keywords":"Econometrics; Economics; Arbitrage; Stock market; Dividend; Stock (firearms); Financial economics; Finance","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000570318,0.0002643217,0.0006899376,0.0002095621,0.0003057722,0.00003601903,0.0006807837,0.0001677753,0.00008895739],"category_scores_gemma":[0.000270139,0.0002815487,0.0002489442,0.0004621047,0.0002223376,0.0003337344,0.0001355209,0.0002283317,0.00002637999],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004965852,"about_ca_system_score_gemma":0.0002427966,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002305479,"about_ca_topic_score_gemma":0.00004313545,"domain_scores_codex":[0.9980296,0.000007159399,0.0009467654,0.0004997477,0.0000638172,0.0004528722],"domain_scores_gemma":[0.9980106,0.0001002943,0.0008957485,0.0006623298,0.0002125114,0.0001184509],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001207938,0.0009038633,0.05496232,0.0008985162,0.000316101,0.000008324839,0.005407163,0.002980697,0.0003378641,0.8272328,0.04469949,0.06104486],"study_design_scores_gemma":[0.001712155,0.0009922688,0.5278228,0.0003069096,0.00005318859,0.00008434107,0.0001851361,0.05027077,0.004827601,0.09939875,0.3120185,0.002327627],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8996214,0.001644948,0.07878546,0.002953066,0.0003611549,0.0007780879,0.0009145887,0.00002286286,0.01491838],"genre_scores_gemma":[0.9925453,0.0009964517,0.004169179,0.001336176,0.0002123021,0.0000621529,0.000003607265,0.00003724001,0.0006375962],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7278341,"threshold_uncertainty_score":0.9999636,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07063857665221328,"score_gpt":0.2479660105935605,"score_spread":0.1773274339413473,"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."}}