{"id":"W4404147755","doi":"10.1016/j.physa.2024.130212","title":"Fear, extreme fear and U.S. stock market returns","year":2024,"lang":"en","type":"article","venue":"Physica A Statistical Mechanics and its Applications","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Guelph","funders":"","keywords":"Stock market; Stock (firearms); Economics; Econometrics; Financial economics; Business; Materials science; Geography","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":[0.0003027469,0.0001598256,0.0002683082,0.00007530437,0.0001570201,0.0001920161,0.0001044931,0.00006899433,0.0004421198],"category_scores_gemma":[0.00007237837,0.0001705866,0.00004145791,0.0002102656,0.00002926251,0.0001131011,0.0001019324,0.0001964342,0.00006215241],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003142619,"about_ca_system_score_gemma":0.00001672496,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002369481,"about_ca_topic_score_gemma":0.00001126507,"domain_scores_codex":[0.9987878,0.00001471148,0.0003389273,0.0005765092,0.0000471899,0.0002348503],"domain_scores_gemma":[0.9992265,0.0002644143,0.0000675938,0.0002428964,0.00003086206,0.0001677632],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00000616089,0.0000535619,0.00007475173,0.0001316024,0.00003074063,0.000001112541,0.00005091284,1.525427e-7,0.00004763092,0.9903875,0.001480227,0.007735644],"study_design_scores_gemma":[0.00006911839,0.00002665226,0.0009953337,0.000008472455,0.00001193877,0.000002162846,0.000008847648,0.4798426,0.000001692828,0.4664667,0.0524354,0.0001310344],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.006559593,0.005505586,0.9557511,0.002946778,0.0001868401,0.001101855,0.00572557,0.0001616754,0.02206095],"genre_scores_gemma":[0.9937268,0.001111462,0.003794622,0.00009659467,0.00009497541,0.0002007299,0.00005615983,0.00003112021,0.0008874705],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9871673,"threshold_uncertainty_score":0.6956319,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03058115663453014,"score_gpt":0.2511301975875768,"score_spread":0.2205490409530466,"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."}}