{"id":"W4405046117","doi":"10.1016/j.jbef.2024.101010","title":"Tournament-type utility, absolute cumulative intra-quarter return, institutional feedback trading and return autocorrelation","year":2024,"lang":"en","type":"article","venue":"Journal of Behavioral and Experimental Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Univerzita Karlova v Praze","keywords":"Tournament; Autocorrelation; Quarter (Canadian coin); Absolute return; Economics; Econometrics; Mathematics; Microeconomics; Statistics; Investment performance; Return on investment","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000291004,0.0001774791,0.000330436,0.0001573889,0.0001677249,0.0002185538,0.00008442123,0.0001013608,0.0002116252],"category_scores_gemma":[0.000008544488,0.000165556,0.00009205196,0.0001576627,0.0001767162,0.001170839,0.00003900739,0.0002823385,0.000009723066],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001236792,"about_ca_system_score_gemma":0.00004192829,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005741205,"about_ca_topic_score_gemma":0.00000306898,"domain_scores_codex":[0.9987814,0.00001406729,0.0006787787,0.0002535585,0.00007720185,0.0001950082],"domain_scores_gemma":[0.9995164,0.00001868091,0.0002793283,0.00007614419,0.00003400445,0.00007549499],"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":[0.001927601,0.001909483,0.110369,0.0004292382,0.0003622643,0.0008706024,0.03335934,0.00009198092,0.0208827,0.7584062,0.02732045,0.04407107],"study_design_scores_gemma":[0.005650399,0.007751497,0.5899348,0.002282883,0.000167285,0.001790465,0.004179708,0.06025325,0.008289044,0.1380588,0.1792778,0.002364143],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9763763,0.0189472,0.0001376344,0.0003881965,0.001297396,0.0001393755,0.00002956642,0.00001390941,0.002670445],"genre_scores_gemma":[0.998066,0.0006513993,0.0006771543,0.00006920532,0.0001884549,0.000004865222,0.00000522354,0.00001230278,0.0003254006],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6203475,"threshold_uncertainty_score":0.6751178,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04999252345821475,"score_gpt":0.2842570983290928,"score_spread":0.2342645748708781,"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."}}