{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001470487,0.0003483722,0.0004172079,0.001043272,0.0002810787,0.002048331,0.0003502881,0.001034609,0.002470589],"category_scores_gemma":[0.01533808,0.0003338394,0.0003927978,0.0008454665,0.0006083171,0.00196653,0.000675527,0.0009253796,0.0002405197],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007155777,"about_ca_system_score_gemma":0.0002133476,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004959694,"about_ca_topic_score_gemma":0.003328226,"domain_scores_codex":[0.9996605,0.0001024669,0.00002222396,0.00009216621,0.00006437399,0.00005833102],"domain_scores_gemma":[0.9931371,0.004096565,0.00197149,0.0004070304,0.0002101284,0.0001776586],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0008650467,0.0003897006,0.4667582,0.0001627121,0.0005885502,0.000867402,0.0009261102,0.2811109,0.01022347,0.1352234,0.002209545,0.1006751],"study_design_scores_gemma":[0.0001195421,0.0001701281,0.3708607,0.00004962058,0.0001690238,0.0003360343,0.0002482082,0.4857891,0.002743427,0.1374932,0.001909879,0.0001111495],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9869235,0.000542382,0.01022047,0.0005461596,0.00001215351,0.000006277512,0.0001806037,0.00007076927,0.001497658],"genre_scores_gemma":[0.9990388,0.0001525444,0.0004610056,0.00001758068,0.0000176166,0.000001744143,0.00007418987,0.000004758158,0.0002317024],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004959694,"threshold_uncertainty_score":0.009861648,"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."}}