{"id":"W4282962294","doi":"10.1111/fire.12310","title":"Option trading and returns versus the 52‐week high and low","year":2022,"lang":"en","type":"article","venue":"Financial Review","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Stock (firearms); Stock price; Financial economics; Economics; Monetary economics; Stock trading; Stock exchange; Business; Finance; Stock market","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":[0.000696952,0.0001305825,0.0003510496,0.00004795839,0.0004407852,0.00005496837,0.0001406064,0.00003274182,0.0002576327],"category_scores_gemma":[0.0002381004,0.0001177536,0.00006384047,0.0002222052,0.00007747599,0.0001649634,0.0001102151,0.0001974788,0.0000192686],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005534792,"about_ca_system_score_gemma":0.00003039737,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001042356,"about_ca_topic_score_gemma":0.0000129591,"domain_scores_codex":[0.9990538,0.0000354382,0.0003754221,0.0002914009,0.00004550274,0.0001983918],"domain_scores_gemma":[0.9994841,0.000062827,0.0002159834,0.0001866431,0.000009692818,0.0000407745],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0000279908,0.00002629439,0.0003402817,0.0003509833,0.00000761758,0.000003617086,0.0001114906,0.000001140511,0.000002290017,0.9814606,0.005518804,0.01214893],"study_design_scores_gemma":[0.0005978404,0.0003751539,0.0465929,0.0002571034,0.00002494639,0.00001108782,0.00003861521,0.0001981821,0.00000219654,0.09277006,0.8588466,0.0002852871],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"review","genre_gemma":"empirical","genre_scores_codex":[0.3388963,0.6255124,0.0001145523,0.00895931,0.002246108,0.00114911,0.0002886779,0.0000544023,0.02277914],"genre_scores_gemma":[0.847138,0.1499121,0.0001119366,0.00208351,0.0001697822,0.0001631179,0.00002127858,0.00001758864,0.0003826288],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8886905,"threshold_uncertainty_score":0.4801851,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0461702537043675,"score_gpt":0.2244806310832938,"score_spread":0.1783103773789263,"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."}}