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The Research of the Impact of Unconventional Emergencies on the Yield of Stock and Bond Markets

2011· article· en· W1908131328 on OpenAlexvenueno aff
Xiaolin Li, Shiming Li, Cong Luo

Bibliographic record

VenueCanadian social science · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsBondStock marketBusinessAutoregressive integrated moving averageFinancial marketStock (firearms)ChinaYield (engineering)Financial economicsEconomicsFinanceTime seriesComputer science

Abstract

fetched live from OpenAlex

Unconventional emergencies will have an impact on financial markets. Studying on unconventional emergencies’ impact on the financial markets is benefit to improve investors’ risk awareness, and avoid the risks of unconventional emergencies. This paper uses ARIMA model to study the impact of Wenchuan earthquake on the stock market and bond market return. The results show that, because of investors’ “flight-to-quality” behavior, Wenchuan earthquake had a negative impact on China's stock market, while had a positive impact on the bond market. Key words: Unconventional emergencies; stock market; bond market; ARIMA model

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.005
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.009
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.134
GPT teacher head0.294
Teacher spread0.160 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2011
Admission routes1
Has abstractyes

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