{"id":"W3206121886","doi":"10.1016/j.finmar.2021.100683","title":"Media abnormal tone, earnings announcements, and the stock market","year":2021,"lang":"en","type":"article","venue":"Journal of Financial Markets","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université de Sherbrooke; Group for Research in Decision Analysis; HEC Montréal","funders":"Institut de Valorisation des Données; Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung; National Science Foundation","keywords":"Earnings; Tone (literature); Stock (firearms); Post-earnings-announcement drift; Business; Economics; Event study; Earnings response coefficient; Monetary economics; Financial economics; Accounting; Biology","routes":{"ca_aff":true,"ca_fund":true,"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":[0.002538147,0.0002078495,0.0006885683,0.0001566523,0.0002286471,0.0001762426,0.0002816048,0.0001268556,0.0009035],"category_scores_gemma":[0.00240779,0.0001680462,0.0002328163,0.0003051654,0.0002756305,0.0005429678,0.0001235708,0.0004115357,0.0000192705],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006102035,"about_ca_system_score_gemma":0.0002072283,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002982942,"about_ca_topic_score_gemma":0.00001826868,"domain_scores_codex":[0.998074,0.0001100888,0.001077159,0.0002498642,0.0001413288,0.000347575],"domain_scores_gemma":[0.9981191,0.0003374669,0.00100288,0.0002259972,0.0001967004,0.0001179075],"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":[0.002785522,0.0002965348,0.1188997,0.000143084,0.000205041,0.0004149139,0.001587401,0.000007997535,0.00004998196,0.7188408,0.1356023,0.02116673],"study_design_scores_gemma":[0.002462225,0.00009427428,0.6512231,0.00005614895,0.00002168003,0.0001377755,0.00007293566,0.00009328991,0.00001773743,0.03067767,0.3149438,0.0001993358],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7630635,0.02675286,0.0006074706,0.005698631,0.003363824,0.0002921006,0.0001377969,0.00001848718,0.2000653],"genre_scores_gemma":[0.9802054,0.01024786,0.001511658,0.002185804,0.001121345,0.00001454838,0.000008422979,0.00003651798,0.004668517],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6881632,"threshold_uncertainty_score":0.9892691,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01629054695868511,"score_gpt":0.2149362031003051,"score_spread":0.19864565614162,"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."}}