{"id":"W1990089364","doi":"10.1108/03074350910973676","title":"The effect of demand on stock prices: new evidence from S&P 500 weight adjustments","year":2009,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Economics; Event study; Weighting; Stock (firearms); Abnormal return; Index (typography); Arbitrage; Econometrics; Value (mathematics); Financial economics; Monetary economics; Stock exchange; Finance; Mathematics; Statistics; Context (archaeology)","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000502872,0.0002646187,0.0005222769,0.00008414414,0.0002167557,0.0001218496,0.0005471675,0.0001080817,0.0001106279],"category_scores_gemma":[0.0003202253,0.0002079764,0.0001403826,0.0002732132,0.00008932205,0.0003546102,0.00005678225,0.000141893,0.0003010845],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006737954,"about_ca_system_score_gemma":0.00002318709,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005212217,"about_ca_topic_score_gemma":0.00004081367,"domain_scores_codex":[0.9983819,0.00004063915,0.0006204236,0.0005016456,0.00009164815,0.0003637522],"domain_scores_gemma":[0.9984205,0.0003405254,0.0005300445,0.0006409898,0.00001459382,0.00005336517],"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":[0.003023894,0.000191294,0.02305958,0.0001210145,0.0001790972,0.0000208352,0.0005781499,0.0005769689,0.000455315,0.7930403,0.08299639,0.0957572],"study_design_scores_gemma":[0.001857523,0.00241315,0.5497038,0.0004453231,0.00003367645,6.683125e-7,0.00000666381,0.0002527724,0.002023506,0.1157221,0.3269419,0.0005988831],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9535424,0.01358926,0.0008802054,0.001211476,0.001708899,0.0007153715,0.0000634211,0.00004663977,0.02824241],"genre_scores_gemma":[0.9893417,0.004975148,0.0006211058,0.000291545,0.0005318846,0.00003139883,0.0000120203,0.00002121464,0.004173941],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6773182,"threshold_uncertainty_score":0.848103,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02776925768841883,"score_gpt":0.2338211782879597,"score_spread":0.2060519205995408,"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."}}