{"id":"W1966443795","doi":"10.1080/13504851.2011.607121","title":"A simple in-sample test of futures market efficiency based on rolling regressions","year":2011,"lang":"en","type":"article","venue":"Applied Economics Letters","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Cape Breton University","funders":"","keywords":"Futures contract; Inefficiency; Econometrics; Economics; Volatility (finance); Sample (material); Financial economics; Microeconomics","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":[0.03245652,0.001333009,0.00290039,0.003261173,0.001119905,0.002434348,0.00256679,0.001894339,0.007597657],"category_scores_gemma":[0.1487037,0.0005292287,0.002303513,0.002558593,0.002121757,0.003954329,0.00184975,0.001787533,0.001079457],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005280219,"about_ca_system_score_gemma":0.001042333,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001162761,"about_ca_topic_score_gemma":0.0007068002,"domain_scores_codex":[0.948325,0.03474008,0.003557585,0.005930058,0.005867895,0.00157942],"domain_scores_gemma":[0.7715306,0.1895978,0.0121286,0.01963155,0.005691799,0.001419714],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.005427288,0.002387705,0.6041595,0.0006900227,0.01005111,0.00305557,0.001911853,0.04990784,0.02904286,0.05383284,0.008434101,0.2310994],"study_design_scores_gemma":[0.0008360664,0.008034463,0.5237068,0.0001273676,0.002457596,0.002669664,0.001992745,0.3683811,0.03588568,0.04556281,0.009919565,0.0004261319],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7672969,0.0003205774,0.2200006,0.0005275523,0.0001814809,0.0006359813,0.001514596,0.0007967413,0.008725487],"genre_scores_gemma":[0.968564,0.00005538207,0.02886097,0.0001472852,0.0001017762,0.0001835811,0.001015482,0.0000796684,0.0009918953],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03245652,"threshold_uncertainty_score":0.1716486,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02186130064600776,"score_gpt":0.195086652929521,"score_spread":0.1732253522835133,"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."}}