{"id":"W591990124","doi":"10.1142/8467","title":"Calendar Anomalies and Arbitrage","year":2012,"lang":"en","type":"book","venue":"World Scientific series in finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Arbitrage; Financial economics; Futures contract; Equity (law); Risk arbitrage; Stock (firearms); Economics; Business; Arbitrage pricing theory; Geography; Capital asset pricing model; Political science","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":[0.0009748812,0.000611181,0.0005153865,0.00118269,0.0007097739,0.003416284,0.0006089877,0.001249463,0.02068981],"category_scores_gemma":[0.006450198,0.0003140317,0.0004902296,0.002006458,0.001545206,0.004132723,0.001287748,0.002426621,0.003990364],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008950074,"about_ca_system_score_gemma":0.000744301,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001575718,"about_ca_topic_score_gemma":0.001218714,"domain_scores_codex":[0.9991822,0.0001494299,0.00005642724,0.0001345216,0.0004100672,0.00006729503],"domain_scores_gemma":[0.9988816,0.0006094558,0.0001370188,0.0001700307,0.0001465699,0.00005523517],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002485273,0.0000108867,0.0006513142,0.0000722852,0.00001582498,0.0001118621,0.0002184059,0.001826859,0.0001360354,0.8524658,0.06556993,0.07889595],"study_design_scores_gemma":[0.000008175875,0.00001872662,0.001028252,0.00009130443,0.00001023534,0.0003137652,0.00007291013,0.002063929,0.0001317923,0.4742971,0.5219496,0.00001425437],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.01071732,0.1340997,0.05446103,0.01602496,0.007084724,0.00006836841,0.0008866346,0.0006844028,0.7759728],"genre_scores_gemma":[0.3241012,0.08039622,0.01702166,0.004414164,0.01140514,0.0001409457,0.001083156,0.0007642634,0.5606732],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.02068981,"threshold_uncertainty_score":0.06921434,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02612797958787304,"score_gpt":0.2016404684345454,"score_spread":0.1755124888466724,"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."}}