{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009612431,0.0004448237,0.000876092,0.000812009,0.0003126179,0.0002709285,0.0004299073,0.0002397609,0.0006607458],"category_scores_gemma":[0.00005772237,0.0005255928,0.000121023,0.0004917037,0.001349793,0.0008542765,0.0002080112,0.0005462723,0.0003946999],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002292073,"about_ca_system_score_gemma":0.0001755992,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004996851,"about_ca_topic_score_gemma":0.001089505,"domain_scores_codex":[0.9972784,0.00001634287,0.0009059925,0.00101271,0.00009551995,0.0006910704],"domain_scores_gemma":[0.9985754,0.00004882331,0.0005444153,0.0007168615,0.00003306825,0.00008139074],"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":[0.00001669933,0.00003491304,0.002156533,0.000148628,0.00001024624,0.00001534253,0.0003732863,0.000002146113,0.000002039475,0.8811041,0.1156187,0.0005173287],"study_design_scores_gemma":[0.0001531689,0.00002605009,0.01079027,0.00016245,0.000004370916,0.00000500014,0.00001483972,0.0000116017,0.00001148266,0.1945986,0.7937441,0.0004780819],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.004743346,0.04590522,0.00001049945,0.0004213393,0.004731399,0.0003959324,0.001429131,0.00005638019,0.9423068],"genre_scores_gemma":[0.01423029,0.001234795,0.0006147873,0.0001710801,0.0002709288,0.00005998752,0.000100637,0.00005752337,0.98326],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.6865056,"threshold_uncertainty_score":0.9997196,"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."}}