{"id":"W2339720206","doi":"","title":"Return-Enhancing Strategies with International ETFs: Exploiting the Turn-of-the-Month Effect","year":2015,"lang":"en","type":"article","venue":"Financial Services Review","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Diversification (marketing strategy); Business; Stock (firearms); Index fund; Market liquidity; Financial economics; Economics; Monetary economics; Institutional investor; Finance; Open-end fund; Corporate governance; Geography; Marketing","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001093605,0.0002366279,0.0005698733,0.00004841826,0.000156998,0.0001229225,0.0007939398,0.0000751093,0.00007914242],"category_scores_gemma":[0.0002011148,0.0001404448,0.0001715171,0.0004255665,0.0001009155,0.0006216477,0.00015115,0.0002255604,0.00005720885],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000706858,"about_ca_system_score_gemma":0.0001286706,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006186889,"about_ca_topic_score_gemma":0.0005728279,"domain_scores_codex":[0.9984739,0.00006356014,0.000732171,0.0003164773,0.0001395429,0.0002743856],"domain_scores_gemma":[0.998499,0.00006900999,0.0008227906,0.0004430017,0.0001100231,0.00005615535],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0002530678,0.0001745896,0.06505352,0.01130361,0.0002053723,0.00001841281,0.004093476,0.0001403115,0.00005295344,0.8974596,0.006953822,0.01429125],"study_design_scores_gemma":[0.0016893,0.0008043449,0.07966731,0.01484261,0.0001235481,0.00003088246,0.0009833829,0.0004594743,0.0004353018,0.06309255,0.8368834,0.0009878459],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4585787,0.3131983,0.0005242839,0.006096507,0.003565616,0.002441268,0.0001622172,0.0001161023,0.215317],"genre_scores_gemma":[0.9855387,0.01078163,0.0002849948,0.002451384,0.0004399632,0.0001478952,0.00002121149,0.0000342814,0.0002998898],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8343671,"threshold_uncertainty_score":0.5727171,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02246917597127281,"score_gpt":0.2309897558725381,"score_spread":0.2085205799012653,"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."}}