{"id":"W4283321829","doi":"10.1108/ijmf-01-2022-0040","title":"Robust market timing tests of Canadian hybrid mutual funds","year":2022,"lang":"en","type":"article","venue":"International Journal of Managerial Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University; Brock University","funders":"","keywords":"Econometrics; Market timing; Economics; Stock (firearms); Bond; Resampling; Stock market index; Stock market; Accounting; Statistics; Initial public offering; Finance; Mathematics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0007919542,0.0001199493,0.0003262919,0.001074378,0.0001152824,0.0000647517,0.0007442111,0.00002801482,0.002022799],"category_scores_gemma":[0.0001839198,0.0001452104,0.0001616962,0.0002933805,0.00006440507,0.0003601408,0.0001265796,0.0002102399,0.00001778478],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002644775,"about_ca_system_score_gemma":0.0001538152,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006191596,"about_ca_topic_score_gemma":0.0009481373,"domain_scores_codex":[0.998574,0.00002617048,0.0008493738,0.0001771836,0.0001583869,0.0002149309],"domain_scores_gemma":[0.9986315,0.00005094225,0.0009908574,0.0001399002,0.0001249183,0.0000618495],"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":[0.0007589157,0.0002868506,0.01593405,0.00003621331,0.0003574898,0.0008130529,0.0004363147,0.01462621,0.0001247077,0.7813858,0.177752,0.007488288],"study_design_scores_gemma":[0.001020437,0.000322497,0.06657724,0.00004512163,0.000009397904,0.0001473149,0.0001220464,0.001380896,0.00008247208,0.02783315,0.9021932,0.0002662563],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.745836,0.001732413,0.0004790283,0.003657067,0.01022581,0.0001709919,0.0008961093,0.00001112479,0.2369914],"genre_scores_gemma":[0.9952153,0.0003962854,0.001103807,0.0003319824,0.0004755,0.000006427367,0.00001110717,0.00001669338,0.002442906],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7535527,"threshold_uncertainty_score":0.9988895,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04417860370076171,"score_gpt":0.2169968955001522,"score_spread":0.1728182917993905,"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."}}