{"id":"W4292566899","doi":"10.3390/jrfm15080369","title":"Spreads and Volatility in House Returns","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Sharpe ratio; Economics; Volatility (finance); Economic rent; Systematic risk; Econometrics; Market liquidity; Financial economics; Monetary economics; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001003279,0.0002449268,0.0002902616,0.001612243,0.0001446978,0.001669693,0.0002511387,0.0006857942,0.003027711],"category_scores_gemma":[0.01502359,0.0002386234,0.0002985178,0.001561653,0.0004284869,0.001742237,0.0005694871,0.0005943964,0.000566984],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005417395,"about_ca_system_score_gemma":0.0001340395,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003031093,"about_ca_topic_score_gemma":0.001553899,"domain_scores_codex":[0.9994618,0.0001062962,0.00005056241,0.0001541739,0.0001671445,0.00006002637],"domain_scores_gemma":[0.9930494,0.002997104,0.002807201,0.0004206469,0.0005083241,0.0002173106],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005575556,0.0001445854,0.7140495,0.0001195695,0.0006190509,0.001361556,0.0009182607,0.08775107,0.006187591,0.09067715,0.005027198,0.09258687],"study_design_scores_gemma":[0.00002824499,0.0001061956,0.8042644,0.00004526908,0.00009420079,0.0009295512,0.0003490408,0.1133018,0.001885022,0.07511973,0.003795197,0.00008134684],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9756594,0.001829666,0.009841942,0.0005494253,0.00002218515,0.00001412014,0.0007517186,0.0001178379,0.01121364],"genre_scores_gemma":[0.9981599,0.0003309399,0.0003514293,0.00001974645,0.00004176015,0.000003872412,0.0002652062,0.00001150494,0.000815644],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003031093,"threshold_uncertainty_score":0.01012868,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01132026641058087,"score_gpt":0.1850977131509529,"score_spread":0.1737774467403721,"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."}}