{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.01169442,0.0003214499,0.00113072,0.001677101,0.0001331858,0.0001347741,0.0006019584,0.0006527205,0.003039371],"category_scores_gemma":[0.00349426,0.0003879527,0.0002727869,0.0002961521,0.0003158457,0.0002440025,0.0004551258,0.0009606841,0.0001571411],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002389396,"about_ca_system_score_gemma":0.00305511,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01286627,"about_ca_topic_score_gemma":0.0007264795,"domain_scores_codex":[0.9961482,0.0001298952,0.001608839,0.001100896,0.0004420794,0.0005700993],"domain_scores_gemma":[0.9962181,0.001044992,0.0008874036,0.0007718112,0.0008895032,0.0001881424],"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":[0.0001208185,0.0001216323,0.3684675,0.0008142843,0.0002955725,0.000001140303,0.00004675416,0.00001030162,0.000001265572,0.5299079,0.09744178,0.002771072],"study_design_scores_gemma":[0.0004915041,0.00008986196,0.06205956,0.00004909375,0.000005298281,0.000007208326,0.0000129899,0.04530098,8.526934e-7,0.7749519,0.1166674,0.0003633135],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.0125638,0.001698054,0.00002407661,0.001045441,0.0005948874,0.000837209,0.001963262,0.00001427999,0.981259],"genre_scores_gemma":[0.9043333,0.004469118,0.0002420603,0.00004839736,0.001046486,0.00007758944,0.0004757335,0.00008094223,0.08922635],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.8920326,"threshold_uncertainty_score":0.9998572,"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."}}