{"id":"W2135299523","doi":"","title":"The Disposition Effect and Momentum","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":54,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Disposition effect; Economics; Stock (firearms); Momentum (technical analysis); Financial economics; Monetary economics; Econometrics","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":[0.001089572,0.00008962373,0.0001274282,0.00004947458,0.0004503572,0.0001627475,0.000109621,0.00003573201,0.00005000153],"category_scores_gemma":[0.00004120211,0.00006606644,0.00005589526,0.00007340182,0.00005797821,0.00020802,0.0000165929,0.000475076,0.0000885624],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002054146,"about_ca_system_score_gemma":0.00002108003,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002514385,"about_ca_topic_score_gemma":0.00004115397,"domain_scores_codex":[0.9987122,0.00002064045,0.0002263981,0.0001242147,0.00002765042,0.0008889367],"domain_scores_gemma":[0.9996815,0.00004267325,0.0001399758,0.00009156254,0.00000816863,0.00003606328],"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":[0.00001048985,0.00001263047,0.003816097,0.000002385089,0.00003341137,5.90339e-7,0.00003717422,9.1935e-7,0.000007528751,0.9856035,0.0004551843,0.01002011],"study_design_scores_gemma":[0.0004734952,0.0005695552,0.00946895,0.00000691255,0.000006449043,0.00007784105,0.0001054428,0.0005928777,0.00001122187,0.9512617,0.03729237,0.0001332112],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8461866,0.08738653,0.0009730575,0.005394701,0.0006561406,0.0002302826,0.000007168525,0.00002880534,0.05913676],"genre_scores_gemma":[0.9602149,0.03624084,0.000005565951,0.00006972298,0.0001415235,0.000007228363,6.975423e-7,0.000009394811,0.00331014],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1140283,"threshold_uncertainty_score":0.3463829,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008100694664714024,"score_gpt":0.1804708280032771,"score_spread":0.1723701333385631,"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."}}