{"id":"W3090298647","doi":"10.1080/23322039.2020.1824362","title":"Does option trading affect idiosyncratic momentum?","year":2020,"lang":"en","type":"article","venue":"Cogent Economics & Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brock University","funders":"","keywords":"Momentum (technical analysis); Economics; Financial economics; Systematic risk; Econometrics","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":[0.0002963996,0.0003095527,0.0006096457,0.0001011023,0.0001917773,0.000186802,0.000369037,0.000122623,0.0003468349],"category_scores_gemma":[0.00007428942,0.0002962498,0.0002115255,0.0001874304,0.00009271755,0.0006244542,0.00008016834,0.0001772551,0.0007912233],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001744756,"about_ca_system_score_gemma":0.00004363249,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002745668,"about_ca_topic_score_gemma":0.00000825636,"domain_scores_codex":[0.9979158,0.00001708939,0.0008171158,0.0007592806,0.00002696318,0.000463727],"domain_scores_gemma":[0.9989719,0.00004212358,0.0004924641,0.000340871,0.00001675304,0.0001358658],"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":[0.00005511339,0.00007166683,0.009381986,0.00009504804,0.0000574205,0.000007092283,0.0004657692,0.0005000297,0.0001929183,0.9846647,0.002651577,0.001856676],"study_design_scores_gemma":[0.002244075,0.0007227046,0.04076355,0.0001008586,0.00003612667,0.000006749034,0.0002138376,0.095097,0.003198381,0.285116,0.5706093,0.001891402],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9610908,0.001954909,0.0025813,0.004705127,0.001398025,0.0005357688,0.0002050784,0.0001101772,0.02741882],"genre_scores_gemma":[0.9933981,0.003140662,0.0007725649,0.00158544,0.0003795569,0.00007638432,0.00003041466,0.00004717801,0.0005697278],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6995487,"threshold_uncertainty_score":0.9999868,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03425631514994676,"score_gpt":0.2060832198215029,"score_spread":0.1718269046715561,"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."}}