{"id":"W4400091244","doi":"10.1007/s12197-024-09676-9","title":"On the linkage of momentum and reversal – evidence from the G7 stock markets","year":2024,"lang":"en","type":"article","venue":"Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stock (firearms); Economics; Financial economics; Stock market; Momentum (technical analysis); Decoupling (probability); Monetary economics; Econometrics; Geography; Engineering","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.002348374,0.0002916972,0.000596264,0.00297798,0.0005744732,0.002215072,0.0006134234,0.000879543,0.00425508],"category_scores_gemma":[0.01672926,0.0002218815,0.0003746061,0.00226847,0.002033653,0.002006942,0.001926939,0.0009695621,0.0007600706],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004003809,"about_ca_system_score_gemma":0.0004825369,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005350699,"about_ca_topic_score_gemma":0.002703358,"domain_scores_codex":[0.9989879,0.0002453616,0.0001020819,0.0001547517,0.0003476848,0.0001622742],"domain_scores_gemma":[0.9813585,0.006530672,0.006939554,0.001709491,0.002331246,0.001130674],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009659881,0.0001997731,0.9576668,0.000115377,0.0003129643,0.0008911698,0.001081948,0.0006120191,0.001606011,0.01038426,0.001437293,0.02472637],"study_design_scores_gemma":[0.00008171683,0.0002289647,0.9823469,0.00006805451,0.0001829404,0.0005511809,0.002050267,0.002518007,0.001246416,0.007328589,0.003353195,0.00004374021],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9934409,0.00057686,0.0003813986,0.0004232887,0.0000151671,0.0000121294,0.0001821048,0.00001084099,0.004957415],"genre_scores_gemma":[0.9990853,0.0002264484,0.0001134176,0.0000576869,0.00003961361,0.000002171157,0.0002885633,0.00000594735,0.0001807612],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005350699,"threshold_uncertainty_score":0.01423466,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03785891312089561,"score_gpt":0.2136794977174947,"score_spread":0.175820584596599,"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."}}