{"id":"W2310596740","doi":"10.3386/w11441","title":"Multifrequency News and Stock Returns","year":2005,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"Social Sciences and Humanities Research Council of Canada; Fondation HEC","keywords":"Stock (firearms); Geography; Financial economics; Economics; Archaeology","routes":{"ca_aff":true,"ca_fund":true,"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":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.004249022,0.0002400992,0.000677775,0.0008663459,0.0001164694,0.0001373276,0.0006026805,0.0004993534,0.00121218],"category_scores_gemma":[0.0007474591,0.0002994724,0.0001842459,0.0001118094,0.0002705134,0.0001782254,0.0007314339,0.001111908,0.0001148469],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000894579,"about_ca_system_score_gemma":0.00036639,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003315287,"about_ca_topic_score_gemma":0.0009326627,"domain_scores_codex":[0.9972216,0.00008366893,0.001191426,0.0009295228,0.0001648896,0.0004089215],"domain_scores_gemma":[0.997934,0.0004825918,0.0005513824,0.0005674969,0.0003096138,0.000154957],"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":[0.00004745529,0.0001026606,0.09991468,0.0001887886,0.0001293567,9.246298e-7,0.0001731093,0.0003279286,0.000007192067,0.893647,0.00327827,0.002182706],"study_design_scores_gemma":[0.0003703544,0.00003510698,0.01452544,0.00003437889,0.000002559861,0.000001662141,0.00001770957,0.1163057,0.000005881985,0.8632757,0.005182669,0.0002427896],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.3358757,0.00454249,0.0001214374,0.003807864,0.0006753632,0.001146078,0.001583392,0.00003039608,0.6522173],"genre_scores_gemma":[0.9928479,0.001568214,0.001753888,0.00004372713,0.0004869998,0.00008699474,0.0002537619,0.00003595637,0.002922552],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6569722,"threshold_uncertainty_score":0.9999458,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3291203713847215,"score_gpt":0.4582800246971186,"score_spread":0.1291596533123971,"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."}}