{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007730018,0.0001822309,0.0002675974,0.000439223,0.0001472449,0.001401584,0.0001990684,0.0006945301,0.002703772],"category_scores_gemma":[0.007298842,0.000123048,0.0002421449,0.0004480733,0.0003818037,0.001490905,0.0004301721,0.0004570782,0.0003094696],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002025776,"about_ca_system_score_gemma":0.0001751522,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001082263,"about_ca_topic_score_gemma":0.001019585,"domain_scores_codex":[0.9997777,0.0000532228,0.00002154294,0.00004609072,0.00003936053,0.00006203693],"domain_scores_gemma":[0.9950653,0.001988073,0.002048968,0.000321082,0.0002105027,0.0003660893],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005798074,0.0003053844,0.9402283,0.00004122618,0.0001727979,0.001046561,0.0003428183,0.004615756,0.01226157,0.003816408,0.0002326941,0.03635661],"study_design_scores_gemma":[0.0000150034,0.0002246581,0.9859005,0.00001056069,0.00004997291,0.0002587409,0.0002564303,0.007712704,0.001327921,0.003866536,0.0003624188,0.00001452483],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9972326,0.0001338446,0.0007129323,0.0001220592,0.000006568121,0.000004781974,0.00003745425,0.00001003399,0.001739758],"genre_scores_gemma":[0.9995272,0.00005183569,0.00007405827,0.00001509236,0.000006715164,9.401102e-7,0.00002262541,0.00000215263,0.0002994422],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002703772,"threshold_uncertainty_score":0.009045064,"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."}}