{"id":"W1523274311","doi":"10.2139/ssrn.298092","title":"Large Price Declines, News, Liquidity, and Trading Strategies: An Intraday Analysis","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Market liquidity; Business; Monetary economics; Financial economics; Economics; Financial system","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":[0.002017654,0.0004871276,0.0009887203,0.001636286,0.0005447592,0.002434756,0.0007508805,0.001165518,0.004133521],"category_scores_gemma":[0.01192285,0.0003944996,0.0008655071,0.001594081,0.001023669,0.002293025,0.001273493,0.001989209,0.0004056627],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004191813,"about_ca_system_score_gemma":0.0002998627,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00281345,"about_ca_topic_score_gemma":0.001888618,"domain_scores_codex":[0.9996159,0.0001343237,0.00003645695,0.00006982023,0.00006596492,0.00007749511],"domain_scores_gemma":[0.9838388,0.01220437,0.002165071,0.0006322736,0.0004579417,0.000701522],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.006976244,0.001566441,0.8324907,0.0002352362,0.001545404,0.003313058,0.001426308,0.0546132,0.008077283,0.03113267,0.002722678,0.05590075],"study_design_scores_gemma":[0.0002835212,0.001292246,0.5764318,0.00004864162,0.001121853,0.001460958,0.001427758,0.3866786,0.001899212,0.02780511,0.001442997,0.000107406],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.996309,0.0005759661,0.001563845,0.0002244412,0.000008707832,0.00001133,0.0001550102,0.0000117999,0.001140001],"genre_scores_gemma":[0.9988024,0.0002361842,0.00022665,0.00001607464,0.000038668,0.000006923633,0.0001563826,0.000005479897,0.0005111707],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004133521,"threshold_uncertainty_score":0.01382804,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02477045128471018,"score_gpt":0.2257407307503136,"score_spread":0.2009702794656035,"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."}}