{"id":"W4235500877","doi":"10.2139/ssrn.862444","title":"Sentiment Beta","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":38,"is_retracted":false,"has_abstract":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Stock (firearms); Volatility (finance); Market sentiment; Dividend; Economics; Econometrics; Sentiment analysis; Stock market; Financial economics; Computer science; Finance","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":[0.0009279285,0.0001209047,0.0002023981,0.0001257179,0.0001766707,0.0001035308,0.0001744857,0.00005450081,0.0002155438],"category_scores_gemma":[0.000008536246,0.0001246861,0.0001237352,0.0001202707,0.00003641257,0.00024138,0.00002100678,0.0005571058,0.0003774258],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004718874,"about_ca_system_score_gemma":0.0002115332,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004035775,"about_ca_topic_score_gemma":0.0002777466,"domain_scores_codex":[0.9979123,0.00001007109,0.0004298594,0.0001872556,0.00004038526,0.001420121],"domain_scores_gemma":[0.99957,0.000008643493,0.0002393499,0.00012958,0.00001729207,0.00003520269],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00000669374,0.00005304484,0.009565504,0.000001978057,0.00003228992,0.00000162995,0.0000105187,0.00001833151,0.00001529865,0.9879889,0.001439918,0.000865867],"study_design_scores_gemma":[0.000348097,0.0001106808,0.01439077,0.000003910415,0.000004416905,0.00004440975,0.0001023425,0.00005152688,0.000031735,0.9235811,0.06117579,0.0001552024],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5510017,0.02765792,0.009191818,0.003111479,0.0009998401,0.0001982347,0.00002135231,0.00006627136,0.4077514],"genre_scores_gemma":[0.9849275,0.002204567,0.0001160709,0.0001358145,0.0004576534,0.000004301843,0.000006247676,0.00001784412,0.01212994],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4339259,"threshold_uncertainty_score":0.5084552,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01026917459956272,"score_gpt":0.1906776680572117,"score_spread":0.1804084934576489,"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."}}