{"id":"W1956561866","doi":"10.2139/ssrn.361840","title":"Liquidity Supply and Demand in Limit Order Markets","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Market liquidity; Order (exchange); Limit (mathematics); Economics; Business; Monetary economics; Supply and demand; Financial economics; Microeconomics; Finance","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":[0.001683403,0.0003281448,0.0011088,0.000856138,0.000725992,0.00405637,0.0008516613,0.001826942,0.01182795],"category_scores_gemma":[0.02106476,0.0007095737,0.000400647,0.0007569618,0.00161645,0.007549959,0.0009474258,0.00154508,0.0009638958],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009486787,"about_ca_system_score_gemma":0.0006503794,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002083387,"about_ca_topic_score_gemma":0.001619538,"domain_scores_codex":[0.9996605,0.0001330432,0.00002750427,0.00003980874,0.00005978947,0.00007928344],"domain_scores_gemma":[0.9802949,0.01593859,0.001652223,0.0004208193,0.0008062592,0.0008873196],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.003565152,0.0005935181,0.03970814,0.0005750172,0.000115296,0.002412567,0.002700857,0.1004994,0.009653049,0.810155,0.007036174,0.0229858],"study_design_scores_gemma":[0.0004062189,0.0001722981,0.00889354,0.00004150381,0.00005175884,0.0003341596,0.0008302144,0.2538586,0.001173652,0.733028,0.001144923,0.00006510178],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9654325,0.001130064,0.01978659,0.003110862,0.0000263655,0.00001843006,0.0003118511,0.0001283672,0.01005489],"genre_scores_gemma":[0.9970545,0.0002025752,0.0005084473,0.00005164413,0.00005221647,0.00001171031,0.00006563557,0.00001510903,0.002038299],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01182795,"threshold_uncertainty_score":0.03956842,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01275086884577048,"score_gpt":0.1972427154555805,"score_spread":0.1844918466098101,"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."}}