{"id":"W2927867347","doi":"10.3386/w25720","title":"Policy News and Stock Market Volatility","year":2019,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":289,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kellogg's (Canada)","funders":"Booth School of Business, University of Chicago; National Science Foundation","keywords":"Volatility (finance); Stock market; Business; Stock (firearms); Financial economics; Economics; Monetary economics; Geography","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":[0.001348458,0.0002806125,0.0001821523,0.005411502,0.0003238608,0.002319338,0.0001806605,0.0004073251,0.004251518],"category_scores_gemma":[0.01348557,0.0001593083,0.0002551377,0.007745082,0.0002283869,0.001493776,0.0005103861,0.0005073425,0.002204499],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00060233,"about_ca_system_score_gemma":0.0003189219,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005185087,"about_ca_topic_score_gemma":0.005589434,"domain_scores_codex":[0.9988913,0.0002082197,0.0001207704,0.0001253221,0.000568284,0.00008620715],"domain_scores_gemma":[0.9837062,0.007807454,0.004953269,0.0005994093,0.002355104,0.000578639],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001939793,0.0002996375,0.7887652,0.0002769876,0.000153329,0.000301414,0.001385142,0.002965196,0.001708114,0.009709427,0.0867513,0.1074903],"study_design_scores_gemma":[0.00003448078,0.0001229045,0.9041537,0.0001190311,0.00009703528,0.0001934297,0.0008876823,0.01188282,0.004345905,0.003919869,0.07416355,0.00007951916],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8177481,0.001767105,0.005541916,0.004184706,0.0005559975,0.0001799971,0.07876258,0.001055282,0.09020426],"genre_scores_gemma":[0.9284426,0.001799857,0.004595773,0.0005548312,0.001189174,0.0001428465,0.05280446,0.0002096438,0.01026085],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005411502,"threshold_uncertainty_score":0.01422274,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2986554613702457,"score_gpt":0.4674713646954489,"score_spread":0.1688159033252031,"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."}}