{"id":"W3122081038","doi":"10.1017/s0022109018000480","title":"Unknown Unknowns: Uncertainty About Risk and Stock Returns","year":2018,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":158,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Erasmus Research Institute of Management; Vereniging Trustfonds Erasmus Universiteit Rotterdam; York University","keywords":"Stock (firearms); Volatility (finance); Economics; Econometrics; Financial economics; Geography","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001057285,0.0001901722,0.0008098389,0.0006351329,0.0002857116,0.0001121143,0.0001370097,0.0001067484,0.000132051],"category_scores_gemma":[0.0007633576,0.0001635182,0.0002694235,0.0008838465,0.0004204894,0.0004476099,0.00004561088,0.000233484,0.00001603894],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003744714,"about_ca_system_score_gemma":0.00005607178,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004698298,"about_ca_topic_score_gemma":0.0006863914,"domain_scores_codex":[0.9984626,0.00005607132,0.0008826527,0.0002841371,0.00007273217,0.0002418013],"domain_scores_gemma":[0.9981396,0.0001315679,0.001194001,0.0001400497,0.0002713496,0.0001234457],"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":[0.0002674084,0.0001047925,0.2278556,0.00002994965,0.0007857286,0.00001447555,0.00209511,0.00004580007,0.00003316869,0.7627948,0.001129308,0.004843854],"study_design_scores_gemma":[0.0006715207,0.001357107,0.8414817,0.00004507924,0.0004327284,0.000006705917,0.0002537916,0.003204186,0.00002337561,0.1110042,0.04121757,0.0003021182],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9798334,0.009191422,0.005811947,0.0002741898,0.0002537945,0.00007443962,0.0001183444,0.000006457518,0.004436024],"genre_scores_gemma":[0.9911888,0.005798713,0.002241501,0.0001857623,0.0002693663,0.000002191653,0.000003304472,0.000009789765,0.000300564],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6517906,"threshold_uncertainty_score":0.6668077,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03247263397922637,"score_gpt":0.2627137947799034,"score_spread":0.230241160800677,"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."}}