{"id":"W2099959884","doi":"10.2139/ssrn.392144","title":"News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":135,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto; McMaster University","funders":"","keywords":"Jump; Stock (firearms); Volatility (finance); Econometrics; Financial economics; Economics; Engineering; Physics","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":[0.001834934,0.0001852731,0.0004778478,0.0001962771,0.0003454946,0.000157807,0.0002112715,0.00009433114,0.0001327718],"category_scores_gemma":[0.0001204073,0.0001973751,0.00022714,0.0001936077,0.00004298459,0.0002102642,0.00003504937,0.0006531468,0.00001408739],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005841032,"about_ca_system_score_gemma":0.0001772559,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004181238,"about_ca_topic_score_gemma":0.004185232,"domain_scores_codex":[0.9975769,0.00003974098,0.0006857032,0.0003355124,0.00006197503,0.001300172],"domain_scores_gemma":[0.9990708,0.00004874059,0.0004697666,0.0002385462,0.00005296958,0.0001191936],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003022321,0.00006005794,0.146143,0.00001587346,0.0004638526,5.442739e-7,0.000137855,0.00001319471,0.000004880141,0.850616,0.0001737287,0.002340776],"study_design_scores_gemma":[0.001848143,0.000441711,0.01948638,0.00001423151,0.00008219889,0.0002057157,0.001517827,0.03177436,0.000003952769,0.907161,0.03696229,0.0005021917],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.917759,0.009267331,0.06904708,0.0005563392,0.0003623392,0.0003439716,0.000194267,0.00002288768,0.002446787],"genre_scores_gemma":[0.9962264,0.0008728665,0.0004024259,0.00004917258,0.0001200276,0.000009604073,0.00002780102,0.00002687584,0.002264831],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1266567,"threshold_uncertainty_score":0.8048722,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03066813291174449,"score_gpt":0.2246206124052984,"score_spread":0.1939524794935539,"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."}}