{"id":"W3124702191","doi":"10.1093/rfs/hhz043","title":"Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options","year":2019,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":78,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal; Simon Fraser University","funders":"","keywords":"Systematic risk; Risk premium; Equity (law); Economics; Stock (firearms); Empirical evidence; Financial economics; Actuarial science; Business; Political science; Geography","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":[0.00587866,0.0002451997,0.0006732043,0.001910671,0.0003449185,0.00222409,0.0006137848,0.001100671,0.006359794],"category_scores_gemma":[0.05269629,0.0002138647,0.0004668536,0.003593252,0.001328489,0.002105189,0.001212337,0.001249894,0.0004897341],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002211474,"about_ca_system_score_gemma":0.0002637403,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001662407,"about_ca_topic_score_gemma":0.001394703,"domain_scores_codex":[0.9982885,0.0006851421,0.0001778525,0.0002217361,0.0005249822,0.0001019748],"domain_scores_gemma":[0.8872098,0.08766144,0.0163231,0.003097935,0.003960794,0.001746879],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00159312,0.0003936775,0.7995411,0.001626888,0.002047544,0.001423518,0.001699819,0.00313051,0.001514551,0.02223506,0.004719614,0.1600747],"study_design_scores_gemma":[0.0001318526,0.0003041388,0.9325559,0.0007214567,0.0009412822,0.0007345392,0.00129268,0.002957863,0.0007678763,0.05078943,0.008740831,0.00006220507],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9411514,0.03731294,0.002976735,0.005132705,0.0001015575,0.00001842339,0.0005634041,0.0000214383,0.01272136],"genre_scores_gemma":[0.9886239,0.009499312,0.000272399,0.0003528169,0.0003193371,0.000004791167,0.0002588062,0.000009005483,0.0006595811],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006359794,"threshold_uncertainty_score":0.03108966,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08066522957236107,"score_gpt":0.3043993878937755,"score_spread":0.2237341583214145,"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."}}