{"id":"W2103650532","doi":"10.1093/rfs/hhu059","title":"Investor Attention and Stock Market Volatility","year":2014,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":550,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Volatility (finance); Econometrics; Economics; Stock (firearms); Financial economics; Stock market; Variance (accounting); Risk premium; Capital asset pricing model; Quadratic equation","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":[0.001062607,0.0002474779,0.0003068039,0.0006364814,0.0001346568,0.001202582,0.0003106132,0.0007835612,0.001864452],"category_scores_gemma":[0.009649443,0.0001230672,0.0002429695,0.0006341509,0.0002978275,0.0009900045,0.00044161,0.0005333613,0.0002007052],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005977309,"about_ca_system_score_gemma":0.0002158436,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001320629,"about_ca_topic_score_gemma":0.001132893,"domain_scores_codex":[0.9997036,0.000137169,0.00001347011,0.0000417942,0.00005194897,0.000051979],"domain_scores_gemma":[0.9911029,0.006575466,0.001751961,0.0001222836,0.0002625581,0.000184895],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009802298,0.0007048097,0.5238793,0.0006944513,0.001158234,0.001028375,0.001549601,0.04736925,0.007761204,0.1392636,0.004550956,0.2710599],"study_design_scores_gemma":[0.00009199292,0.0005467873,0.6196161,0.0002696435,0.0007656703,0.0006596849,0.0007667252,0.1194601,0.002239923,0.2490245,0.006479249,0.00007964324],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9552415,0.01640125,0.009439261,0.002835043,0.00005494872,0.00001536592,0.0001138706,0.0000241451,0.01587459],"genre_scores_gemma":[0.9969448,0.002007468,0.000273077,0.00008732136,0.00007767412,0.000003517584,0.00002180174,0.000001614826,0.0005827101],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001864452,"threshold_uncertainty_score":0.006237268,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04983833739592038,"score_gpt":0.2632893502209316,"score_spread":0.2134510128250112,"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."}}