{"id":"W3011674840","doi":"10.2139/ssrn.3499773","title":"Announcements, Expectations, and Stock Returns with Asymmetric Information","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Stock (firearms); Economics; Rational expectations; Econometrics; Information asymmetry; Financial economics; Stock price; Monetary economics; Finance","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":[0.004105166,0.0003650878,0.0006393983,0.001002624,0.000316373,0.003353525,0.0006163148,0.001669214,0.004337223],"category_scores_gemma":[0.05069537,0.0006069217,0.0003929274,0.001063765,0.000825942,0.004634678,0.0007321342,0.001712723,0.00058439],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007490866,"about_ca_system_score_gemma":0.0005042213,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001869598,"about_ca_topic_score_gemma":0.001307438,"domain_scores_codex":[0.9991725,0.0002638058,0.00007050709,0.0001386108,0.0002279163,0.000126628],"domain_scores_gemma":[0.9519818,0.03296005,0.01159164,0.001147203,0.00127632,0.001042953],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.004509831,0.001164688,0.3359348,0.0004103347,0.0005598676,0.002450497,0.001094955,0.1485953,0.009572598,0.384006,0.009592854,0.1021082],"study_design_scores_gemma":[0.0003633522,0.0004867867,0.1787595,0.00006839742,0.0002418921,0.0007255653,0.0004020491,0.4904094,0.00202232,0.3245312,0.00181985,0.0001695339],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9618372,0.001333772,0.02383468,0.00389204,0.0001311287,0.00002964626,0.0005397755,0.0001030056,0.008298685],"genre_scores_gemma":[0.9969631,0.0004679287,0.0005989436,0.00005172012,0.0001479089,0.000006701106,0.0001564591,0.00001097825,0.001596252],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004337223,"threshold_uncertainty_score":0.02171046,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.006236298121981025,"score_gpt":0.1899944794863505,"score_spread":0.1837581813643695,"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."}}