{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001502846,0.0001204563,0.0002568834,0.0005734228,0.0003821766,0.001876739,0.0003680103,0.001380694,0.003304628],"category_scores_gemma":[0.01592701,0.0001909353,0.000209191,0.0008154864,0.0006194362,0.001708229,0.0007319713,0.001408247,0.0004941546],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006495766,"about_ca_system_score_gemma":0.0005339358,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02036143,"about_ca_topic_score_gemma":0.03386083,"domain_scores_codex":[0.9996856,0.00007567368,0.00002689693,0.00007499919,0.00005397905,0.0000827597],"domain_scores_gemma":[0.9930303,0.003363622,0.001929543,0.0003345562,0.0006444769,0.0006976083],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000430781,0.0001323835,0.9241361,0.00005679986,0.000201085,0.0004669566,0.002070911,0.003047352,0.002440398,0.01000926,0.01081332,0.04619466],"study_design_scores_gemma":[0.00001714878,0.0000546973,0.9766057,0.00005380956,0.00007368649,0.0001327253,0.002048113,0.008837186,0.0004264763,0.009192993,0.002528783,0.00002883533],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9913932,0.0007137002,0.0005582165,0.003858622,0.00008403786,0.000003809276,0.0002212398,0.0000228595,0.003144424],"genre_scores_gemma":[0.9990255,0.0001205856,0.00006016783,0.0001195157,0.00005673517,7.982862e-7,0.00007214867,0.000008836379,0.0005357693],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02036143,"threshold_uncertainty_score":0.0404858,"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."}}