{"id":"W4404136109","doi":"10.1016/j.jbankfin.2024.107332","title":"Factor momentum versus price momentum: Insights from international markets","year":2024,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University","funders":"Narodowe Centrum Nauki","keywords":"Momentum (technical analysis); Economics; Physics; Econometrics; Financial economics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007044231,0.0004184046,0.0006118217,0.001126172,0.0004335266,0.004783721,0.0004218121,0.00118966,0.00774184],"category_scores_gemma":[0.005781379,0.0002157628,0.0004086336,0.001679151,0.00130504,0.008288669,0.000904492,0.001633523,0.0004307607],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006070892,"about_ca_system_score_gemma":0.0004635611,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003481779,"about_ca_topic_score_gemma":0.002644263,"domain_scores_codex":[0.9998785,0.00002054545,0.000006708427,0.00002327883,0.0000377813,0.0000331437],"domain_scores_gemma":[0.9981779,0.001114016,0.0003179805,0.00008375796,0.000199354,0.0001070904],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0005339701,0.0001784785,0.03555407,0.0002159092,0.00008548168,0.001240927,0.001323564,0.01347248,0.001542948,0.8325549,0.009841283,0.103456],"study_design_scores_gemma":[0.0001040009,0.0001291572,0.04578982,0.0001863377,0.000108628,0.0005753029,0.002723924,0.05013344,0.0009047856,0.8814707,0.01780952,0.00006436884],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7745077,0.01467206,0.01897332,0.0159001,0.0002506087,0.00003423059,0.0005832132,0.0001112348,0.1749675],"genre_scores_gemma":[0.9936184,0.003556199,0.0005231395,0.0001521002,0.0001841563,0.000003973108,0.00008199043,0.00001595095,0.001864101],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00774184,"threshold_uncertainty_score":0.02589905,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02801996336353719,"score_gpt":0.2330055257107378,"score_spread":0.2049855623472006,"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."}}