{"id":"W3121375772","doi":"","title":"News Shocks and Asset Prices","year":2015,"lang":"en","type":"article","venue":"LSE Research Online Documents on Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Business cycle; Shock (circulatory); Asset (computer security); Monetary economics; Consumption (sociology); Dividend; Investment (military); Econometrics; Productivity; Stock (firearms); Quarter (Canadian coin); Capital asset pricing model; Variance (accounting); Financial economics; Macroeconomics; Finance","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":[0.0005326655,0.0002602524,0.0002704717,0.0004561882,0.0001689557,0.002271043,0.0002170404,0.0008069602,0.002896335],"category_scores_gemma":[0.007565779,0.0001979157,0.0002162944,0.0005588396,0.0003593012,0.001752883,0.0004172048,0.000994558,0.0004172811],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005522451,"about_ca_system_score_gemma":0.0001771641,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001781092,"about_ca_topic_score_gemma":0.001064133,"domain_scores_codex":[0.9998684,0.00003608197,0.000009759591,0.00003299543,0.00002973972,0.00002294148],"domain_scores_gemma":[0.9971354,0.001491017,0.001023427,0.00008961171,0.0001661763,0.00009430086],"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":[0.00092614,0.000248788,0.2240068,0.0003431089,0.0005387305,0.002071774,0.0009891011,0.1403138,0.005367983,0.5149428,0.01256437,0.09768672],"study_design_scores_gemma":[0.0001282944,0.0002474372,0.176024,0.0001431544,0.0002221971,0.0006519469,0.0007066036,0.2742715,0.003345014,0.5237248,0.02040534,0.0001298324],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9303788,0.00628812,0.02711075,0.007136999,0.0003573335,0.00002091922,0.001327721,0.00009628395,0.02728298],"genre_scores_gemma":[0.9945536,0.001974897,0.0005987511,0.000119868,0.000145157,0.000005425007,0.0002572276,0.000009236559,0.002335896],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002896335,"threshold_uncertainty_score":0.009689212,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1672501463652054,"score_gpt":0.3587171426014856,"score_spread":0.1914669962362802,"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."}}