{"id":"W2079564390","doi":"10.1111/j.1468-2443.2005.00047.x","title":"The Effect of Short Sale Constraint Removal on Volatility in the Presence of Heterogeneous Beliefs<sup>*</sup>","year":2003,"lang":"en","type":"article","venue":"International Review of Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University; University of British Columbia","funders":"","keywords":"Volatility (finance); Economics; Intuition; Econometrics; Stochastic game; Stock market; Stock (firearms); 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":[0.002698893,0.0005630696,0.001085676,0.0004925451,0.0005654381,0.001766101,0.0009330839,0.001350876,0.003665523],"category_scores_gemma":[0.02431274,0.0002802446,0.000690349,0.0003572197,0.001185511,0.001403222,0.00126536,0.001537763,0.0002036482],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008138248,"about_ca_system_score_gemma":0.0005889898,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0049646,"about_ca_topic_score_gemma":0.001749323,"domain_scores_codex":[0.9990005,0.0003664014,0.00005523568,0.00007154351,0.00014302,0.0003633376],"domain_scores_gemma":[0.9648999,0.0285402,0.003239218,0.001217406,0.0007382247,0.001365072],"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":[0.009064576,0.002140432,0.06688537,0.0003446061,0.0007297762,0.003852369,0.0004044725,0.7874762,0.05777867,0.03326148,0.002922503,0.03513955],"study_design_scores_gemma":[0.0004787823,0.002292448,0.04426396,0.00003149052,0.0003830316,0.0003689996,0.0006346676,0.9056604,0.01762069,0.02740493,0.0007322976,0.0001283339],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9954033,0.0001215907,0.002218482,0.0003174872,0.00002373991,0.000009263689,0.00006034673,0.00003114476,0.001814713],"genre_scores_gemma":[0.9994866,0.00003415287,0.0002412085,0.00002689073,0.00001487861,0.000003146618,0.00002860869,0.000003981842,0.0001605482],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.0049646,"threshold_uncertainty_score":0.01427329,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02108086399036041,"score_gpt":0.2589201711713255,"score_spread":0.2378393071809651,"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."}}