{"id":"W3122412112","doi":"10.1080/1351847x.2018.1491875","title":"The systematic pricing of market sentiment shock","year":2018,"lang":"en","type":"article","venue":"European Journal of Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"ca_institutions":"Tyndale University College & Seminary","funders":"","keywords":"Capital asset pricing model; Security market line; Economics; Consumption-based capital asset pricing model; Systematic risk; Market liquidity; Financial economics; Arbitrage pricing theory; Shock (circulatory); Investment theory; Risk premium; Rational pricing; Liquidity risk; Stock market; Econometrics; Monetary economics; Context (archaeology)","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002946873,0.0001135374,0.0003996175,0.00009304068,0.0001584804,0.00006637161,0.00042716,0.00001514433,0.00006553129],"category_scores_gemma":[0.0002932905,0.0000824103,0.0001427216,0.0001765245,0.0001718452,0.000187199,0.0000535792,0.0001163611,0.0001094095],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003656277,"about_ca_system_score_gemma":0.00002383571,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000003542887,"about_ca_topic_score_gemma":0.000001060444,"domain_scores_codex":[0.9982257,0.0001134036,0.001272566,0.0001227336,0.00006994567,0.0001955742],"domain_scores_gemma":[0.9976805,0.00009075045,0.001796961,0.0002742308,0.0001248469,0.00003266789],"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":[0.0004198143,0.0003503971,0.01194097,0.003766078,0.0004618484,0.0001628102,0.003054402,0.00009060171,0.0003854143,0.8803763,0.09401124,0.004980102],"study_design_scores_gemma":[0.003340003,0.004528223,0.487702,0.01181066,0.0001126934,0.0002763768,0.0009294776,0.00278664,0.002093939,0.04103756,0.4442495,0.001132902],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.4466057,0.01808248,0.004846722,0.0009421487,0.002628064,0.0003952726,0.0000198031,0.0000139147,0.526466],"genre_scores_gemma":[0.9948542,0.00099758,0.0009577406,0.00009793336,0.0002567615,0.000001040323,1.38281e-7,0.0000181813,0.002816441],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8393388,"threshold_uncertainty_score":0.3360595,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02103159687679037,"score_gpt":0.1998767781425518,"score_spread":0.1788451812657614,"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."}}