{"id":"W3177505416","doi":"10.3390/jrfm14070314","title":"Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Australian Government","keywords":"Volatility (finance); Economics; Autoregressive conditional heteroskedasticity; Stock (firearms); Leverage (statistics); Leverage effect; Econometrics; Coronavirus disease 2019 (COVID-19); Financial economics; Monetary economics; Mathematics; Internal medicine; Statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001242213,0.0002223629,0.000350252,0.001139253,0.0002918007,0.001754912,0.0002567185,0.0005346612,0.002235449],"category_scores_gemma":[0.008477921,0.0001810146,0.0004053046,0.0009940696,0.0004796583,0.001424779,0.0007297387,0.000983373,0.0002214179],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007295673,"about_ca_system_score_gemma":0.0004069535,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01069904,"about_ca_topic_score_gemma":0.007163518,"domain_scores_codex":[0.9995351,0.00007726783,0.00004054849,0.00007618694,0.0001838482,0.00008707769],"domain_scores_gemma":[0.9966837,0.001253738,0.00128111,0.0001944966,0.0003944633,0.0001925806],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005293427,0.0001790205,0.8592234,0.0001358469,0.0002619909,0.002376647,0.002393899,0.02552767,0.009071602,0.03785955,0.00245606,0.05998497],"study_design_scores_gemma":[0.000007722853,0.0001021532,0.9466271,0.00003543357,0.00006760941,0.0002576806,0.000700796,0.04199333,0.001132569,0.006728193,0.002311152,0.00003627019],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9893511,0.0003782669,0.001584827,0.0006240867,0.00002231301,0.000008862983,0.000204011,0.00001775005,0.007808774],"genre_scores_gemma":[0.9990879,0.0001109069,0.00009791901,0.00002116494,0.00002282549,0.000002006814,0.00009811044,0.000003540006,0.0005556456],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01069904,"threshold_uncertainty_score":0.02127349,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01788350137083894,"score_gpt":0.2543160429341313,"score_spread":0.2364325415632924,"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."}}