{"id":"W3205327968","doi":"10.1016/j.jfineco.2021.10.004","title":"More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends","year":2021,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Quarter (Canadian coin); Stock (firearms); Portfolio; Economics; Monetary economics; Stock price; Business; Financial economics; Econometrics; Finance","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002520104,0.000194258,0.0005418801,0.0006683111,0.0004630099,0.004310026,0.000441045,0.00155939,0.00708098],"category_scores_gemma":[0.03104172,0.0003108416,0.0002038897,0.0006060179,0.0005248392,0.003824943,0.001360425,0.001394225,0.0008656894],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004270475,"about_ca_system_score_gemma":0.0003745969,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00105939,"about_ca_topic_score_gemma":0.001215585,"domain_scores_codex":[0.9993103,0.0001563599,0.00006743715,0.0001362714,0.0001295502,0.0002002173],"domain_scores_gemma":[0.9787284,0.008932174,0.008220371,0.001015262,0.001322302,0.001781471],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.003181942,0.001401784,0.7783082,0.0001617437,0.0003107184,0.001119609,0.001940943,0.01486788,0.009644083,0.06260738,0.008795603,0.1176601],"study_design_scores_gemma":[0.0001123368,0.0004524888,0.8675964,0.00004429212,0.0001547699,0.0002691128,0.002297996,0.0309375,0.00306682,0.09165979,0.003332804,0.00007571553],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9908592,0.0003111438,0.001673096,0.001895904,0.00004918744,0.00001072089,0.0001847977,0.00003672796,0.004979186],"genre_scores_gemma":[0.9984192,0.00006761099,0.0002272654,0.00007549626,0.0000519846,0.000002499236,0.0001047666,0.00000739057,0.001043768],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00708098,"threshold_uncertainty_score":0.0236882,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02056117600355691,"score_gpt":0.2141530237853798,"score_spread":0.1935918477818229,"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."}}