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Record W7127778101

YATIRIMCILARIN DAVRANIŞSAL YANILGILARININ G7 VE BRICS SERMAYE PİYASALARI İŞLEM HACİMLERİ ÜZERİNE ETKİSİ

2020· article· W7127778101 on OpenAlexaboutno aff
Lamis Alshalabı, Serkan Çankaya

Bibliographic record

VenueDergiPark (Istanbul University) · 2020
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsRationalityPessimismOptimismWestern hemisphereStock (firearms)Capital marketCapital flows
DOInot available

Abstract

fetched live from OpenAlex

This study aims to test the effect of investor's behavioral biases on trading volume in G7 and BRICS countries stock markets.A linear regression model is used to test the relationship between trading volume and the rational expectations, overconfidence, excessive optimism, and excessive pessimism.We found that there are certain similarities and differences among developed and developing capital markets.Our analysis revealed that the rationality hypothesis can be rejected for all the markets except Germany.The Italian and Russian markets show no influence of investor's biases on trading volume.We found that six of the markets have the similar behavioral characteristics.Excessive optimism and excessive pessimism have a significant effect on trading volume in Canada, France, United Kingdom, United States, Brazil and South Africa.

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)0.002
metaresearch head score (Gemma)0.002
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 score0.012
Threshold uncertainty score0.024

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0030.001
Open science0.0000.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.001

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 head0.035
GPT teacher head0.183
Teacher spread0.148 · 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
Published2020
Admission routes1
Has abstractyes

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