{"id":"W2168631035","doi":"10.1080/15427560.2011.575972","title":"The Role of Expectations in Value and Glamour Stock Returns","year":2011,"lang":"en","type":"article","venue":"Journal of Behavioral Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brandon University","funders":"","keywords":"Stock (firearms); Economics; Financial economics; Earnings; Emerging markets; Surprise; Value (mathematics); Volatility (finance); Earnings surprise; Geography; Earnings per share; Finance; Post-earnings-announcement drift","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001765033,0.0002194471,0.0002099537,0.0006797839,0.0002598664,0.002147737,0.0002864717,0.0006958505,0.002300382],"category_scores_gemma":[0.02473973,0.000126683,0.0002585565,0.0005082827,0.0007338959,0.001523276,0.0007339833,0.00100683,0.0002300094],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008282682,"about_ca_system_score_gemma":0.0003414099,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003569164,"about_ca_topic_score_gemma":0.002890856,"domain_scores_codex":[0.999431,0.0001730262,0.00005314446,0.00007151478,0.0001847417,0.00008654435],"domain_scores_gemma":[0.9816115,0.00735355,0.008452743,0.0005511944,0.0009762615,0.00105467],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004087616,0.0001703961,0.9713372,0.00003025111,0.0000795504,0.0003829433,0.001095845,0.001451605,0.001057561,0.00562259,0.0004217005,0.01794156],"study_design_scores_gemma":[0.000009283413,0.0001136878,0.9862208,0.00002237619,0.00002342774,0.0001108536,0.0008104898,0.003338655,0.0004246681,0.008451971,0.0004555921,0.00001825755],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.99338,0.0003289178,0.0004319409,0.0006376822,0.00001317018,0.000006814951,0.00007227405,0.00000930554,0.005119937],"genre_scores_gemma":[0.9996754,0.00004768512,0.00003691919,0.00002910672,0.00001229501,0.000001109374,0.00002086227,0.000001452676,0.0001751265],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003569164,"threshold_uncertainty_score":0.009334445,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04585481080819026,"score_gpt":0.2449142277098169,"score_spread":0.1990594169016266,"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."}}