{"id":"W3121356646","doi":"10.1017/s002210901600082x","title":"Seasonal Asset Allocation: Evidence from Mutual Fund Flows","year":2017,"lang":"en","type":"preprint","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto; York University","funders":"Social Sciences and Humanities Research Council of Canada; Queen Mary University of London","keywords":"Mutual fund; Closed-end fund; Income fund; Business; Monetary economics; Open-end fund; Sovereign wealth fund; Asset allocation; Risk aversion (psychology); Institutional investor; Economics; Fund of funds; Finance; Market liquidity; Financial economics; Fund administration; Foreign direct investment; Portfolio; Expected utility hypothesis; Corporate governance","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001425864,0.0003734788,0.001706358,0.0006962084,0.0003167161,0.0005136054,0.000631749,0.00034246,0.0003096228],"category_scores_gemma":[0.001707767,0.0003632413,0.0008664234,0.0003271568,0.0002280659,0.0008461406,0.0002792405,0.0007151975,0.00004715868],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001088429,"about_ca_system_score_gemma":0.0003530704,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001493258,"about_ca_topic_score_gemma":0.0007657768,"domain_scores_codex":[0.9974298,0.00008101345,0.001453475,0.0005763015,0.000179773,0.0002795624],"domain_scores_gemma":[0.9950083,0.0003178396,0.00362286,0.0004612838,0.0004270423,0.0001626151],"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":[0.001193853,0.0005697446,0.4434347,0.0004565313,0.009651411,0.0002803529,0.005300674,0.003829949,0.0001042401,0.5138813,0.01330579,0.007991352],"study_design_scores_gemma":[0.0004399623,0.0004022112,0.8060971,0.0005669684,0.001205316,0.000003337471,0.0001169432,0.01478117,0.00001622977,0.1661129,0.009655004,0.0006028397],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9280289,0.04756834,0.01757285,0.001873634,0.001276154,0.0001608435,0.001113376,0.000009396719,0.002396468],"genre_scores_gemma":[0.9797927,0.01131694,0.007472759,0.000176448,0.0007628888,0.00001034621,0.00007437597,0.00001949334,0.0003740141],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3626624,"threshold_uncertainty_score":0.999882,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1314508972043727,"score_gpt":0.3174006916755153,"score_spread":0.1859497944711425,"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."}}