{"id":"W2946558832","doi":"10.1108/ijmf-10-2017-0226","title":"Market reactions to changes in the Dow Jones industrial average index","year":2019,"lang":"en","type":"article","venue":"International Journal of Managerial Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brock University","funders":"","keywords":"Market liquidity; Economics; Index (typography); Financial economics; Stock market; Stock market index; Econometrics; Stock (firearms); Monetary economics","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":[],"consensus_categories":[],"category_scores_codex":[0.001062899,0.0001213958,0.0002786578,0.0004257475,0.00003618114,0.0001657405,0.0007325102,0.00008090709,0.0006314659],"category_scores_gemma":[0.0002426753,0.0001058058,0.0000968792,0.0002569167,0.00002945297,0.0004013834,0.0000666526,0.0002571779,0.000139647],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001046842,"about_ca_system_score_gemma":0.00003360185,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002059204,"about_ca_topic_score_gemma":0.00007533697,"domain_scores_codex":[0.9988243,0.00003670038,0.0006346887,0.0001808868,0.0001449316,0.0001784798],"domain_scores_gemma":[0.9990531,0.00009809534,0.0005742652,0.0001720373,0.00007576737,0.00002669448],"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":[0.001835159,0.0005433583,0.08740366,0.00003018712,0.0002039803,0.0002624936,0.001658321,0.003858039,0.0001490821,0.8313014,0.06070067,0.01205364],"study_design_scores_gemma":[0.00116024,0.0002454455,0.1747103,0.0001041555,0.000002526339,0.00003011825,0.0001342449,0.0002050811,0.00002952646,0.02237462,0.8008329,0.0001707916],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8989148,0.0002441328,0.0003466682,0.01554057,0.009169675,0.0003325526,0.00006845705,0.000007554401,0.07537555],"genre_scores_gemma":[0.9947339,0.0003996427,0.0001335646,0.00105845,0.00124392,0.0000112073,0.000002578661,0.00001056506,0.002406154],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8089268,"threshold_uncertainty_score":0.6914109,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03188675842340623,"score_gpt":0.2340510734624369,"score_spread":0.2021643150390307,"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."}}