{"id":"W3121821271","doi":"10.2139/ssrn.2636238","title":"Booms, Busts and Behavioural Heterogeneity in Stock Prices","year":2015,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Government of Canada; Bank of Canada","funders":"","keywords":"Economics; Mean reversion; Boom; Stock (firearms); Econometrics; Capital asset pricing model; Risk premium; Rational agent; Behavioral economics; Financial economics; Monetary economics; Microeconomics","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":[0.001968636,0.0001666116,0.0006429324,0.0009166232,0.0003276827,0.002105875,0.0004565169,0.00109705,0.005364866],"category_scores_gemma":[0.01661584,0.0003839933,0.0004781117,0.0008639453,0.0008594889,0.002355051,0.0008860332,0.0008913917,0.0002986703],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004360782,"about_ca_system_score_gemma":0.0001987224,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004141751,"about_ca_topic_score_gemma":0.004452202,"domain_scores_codex":[0.9995105,0.0001272948,0.0000458454,0.0001398988,0.00006509647,0.0001113421],"domain_scores_gemma":[0.9869764,0.008067847,0.003038563,0.0007434222,0.0003067646,0.000866887],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001439476,0.0002742257,0.8616117,0.000158055,0.00122211,0.0007682232,0.001757795,0.03218514,0.005002462,0.06215408,0.002181266,0.03124542],"study_design_scores_gemma":[0.00008244059,0.0001438628,0.7895972,0.00002656812,0.0002044911,0.0002399846,0.00127047,0.08135328,0.000326077,0.125867,0.0008215331,0.00006699823],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9956079,0.0002265253,0.002456527,0.0003548962,0.0000117033,0.000005793363,0.0001468554,0.00001335702,0.001176425],"genre_scores_gemma":[0.9993426,0.00005496958,0.0001093507,0.00001860206,0.00001754028,0.000002260977,0.00007133518,0.000002852435,0.000380533],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005364866,"threshold_uncertainty_score":0.01794726,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05271001624031508,"score_gpt":0.2511737637996984,"score_spread":0.1984637475593833,"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."}}