{"id":"W3023410062","doi":"10.1016/j.jbankfin.2017.05.013","title":"Starting on the wrong foot: Seasonality in mutual fund performance","year":2017,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Seasonality; Mutual fund; Economics; Quarter (Canadian coin); Index fund; Passive management; Stock (firearms); Econometrics; Closed-end fund; Cash; Financial economics; Monetary economics; Open-end fund; Business; Institutional investor; Finance; Fund of funds; Geography; Mathematics; Statistics; Market liquidity; Corporate governance","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":[0.002054691,0.000148695,0.0003791872,0.00008325098,0.0005004304,0.0002547864,0.0006353265,0.00006731501,0.00008911772],"category_scores_gemma":[0.000407266,0.0001210043,0.0001280608,0.00009295806,0.0001434938,0.0007406055,0.0000725206,0.0004390468,0.00004349976],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001214434,"about_ca_system_score_gemma":0.00005919382,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000605136,"about_ca_topic_score_gemma":0.00003097069,"domain_scores_codex":[0.9985888,0.00002396846,0.0007777909,0.0001963957,0.00009585045,0.0003172182],"domain_scores_gemma":[0.9976904,0.0001127268,0.001703798,0.000414989,0.00004954536,0.00002851121],"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":[0.0001264347,0.00009263818,0.4800911,0.00003515432,0.00002091521,0.00002768244,0.0004517783,0.0003261558,0.00001582174,0.5108828,0.001426816,0.006502724],"study_design_scores_gemma":[0.00043691,0.0002202183,0.9188604,0.0002922302,0.000002808066,0.000004354056,0.0000382737,0.001282795,0.000104167,0.05856217,0.02003176,0.0001639349],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9488406,0.0008719207,0.00005077696,0.002671465,0.0006209651,0.00008685028,0.000009817365,0.000004162685,0.04684341],"genre_scores_gemma":[0.9981025,0.0005727633,0.0002128353,0.0004928558,0.0002781647,0.000004389107,3.17282e-7,0.00001330314,0.0003228222],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4523206,"threshold_uncertainty_score":0.4934412,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0842147996569956,"score_gpt":0.2557558438691206,"score_spread":0.171541044212125,"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."}}