{"id":"W3122296049","doi":"","title":"Short-Term Persistence in Mutual Fund Performance","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":121,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Decile; Econometrics; Mutual fund; Ranking (information retrieval); Economics; Market timing; Persistence (discontinuity); Stock (firearms); Basis point; Term (time); Passive management; Quarter (Canadian coin); Financial economics; Statistics; Actuarial science; Monetary economics; Mathematics; Geography; Finance; Bond; Fund of funds; Computer science","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001164171,0.0001507885,0.0002512113,0.0002206081,0.0001510294,0.0000833319,0.0002823327,0.00007803121,0.0001332383],"category_scores_gemma":[0.00002230052,0.0001606862,0.00009994004,0.0001855764,0.00006067727,0.0006820278,0.00002840764,0.0009777809,0.0002602907],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009118679,"about_ca_system_score_gemma":0.0002689545,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002301867,"about_ca_topic_score_gemma":0.0004682631,"domain_scores_codex":[0.9975832,0.0000121418,0.0005060402,0.0002448213,0.00004999253,0.001603813],"domain_scores_gemma":[0.9996208,0.00001310359,0.0001430366,0.0001469264,0.00001713778,0.00005902898],"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":[0.00004279848,0.00009261272,0.229079,0.000008886878,0.00003298906,0.000002784831,0.0002887677,0.000107169,0.00001782866,0.7458152,0.00009605507,0.02441592],"study_design_scores_gemma":[0.001476431,0.0008854975,0.7490299,0.00006715499,0.00001155067,0.000342751,0.00136439,0.003406296,0.00005813429,0.1988018,0.04368588,0.0008702248],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9479164,0.007098662,0.0001976337,0.0006035121,0.0001919059,0.00008005203,0.000004140516,0.00001437868,0.04389336],"genre_scores_gemma":[0.9852577,0.01162233,0.00008430488,0.0001335688,0.0003243687,0.000006329442,0.000002247463,0.00001651713,0.002552625],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5470133,"threshold_uncertainty_score":0.6552593,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03681603027904813,"score_gpt":0.2199748546940594,"score_spread":0.1831588244150113,"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."}}