{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001083218,0.000198448,0.0003374411,0.0006314276,0.0005287122,0.001784798,0.0002166393,0.0009652753,0.01866679],"category_scores_gemma":[0.01388009,0.0001897542,0.000299764,0.0005774601,0.001196259,0.00265165,0.00108439,0.0009328817,0.000726724],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004151133,"about_ca_system_score_gemma":0.0004087157,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001347802,"about_ca_topic_score_gemma":0.0009702709,"domain_scores_codex":[0.9996988,0.00006509047,0.00002706363,0.00006307907,0.00006179887,0.00008422626],"domain_scores_gemma":[0.9933094,0.003314771,0.001865103,0.0005615525,0.0002661485,0.0006830473],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001607346,0.0006239436,0.5741987,0.0001498886,0.0001946756,0.001701405,0.00100242,0.007110596,0.002323561,0.3066756,0.00388195,0.10053],"study_design_scores_gemma":[0.0002835847,0.0005718443,0.6441734,0.00008771741,0.0001787128,0.001672649,0.001078584,0.009670748,0.0008694001,0.3316077,0.009736424,0.00006925611],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8981524,0.00154751,0.006477362,0.002445197,0.0001447369,0.00005662549,0.000240003,0.00005681412,0.0908794],"genre_scores_gemma":[0.9969747,0.0002830174,0.0002478408,0.00008646975,0.0000683869,0.000005530421,0.00004191505,0.000004364421,0.002287863],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01866679,"threshold_uncertainty_score":0.06244659,"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."}}