{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00228736,0.0001436517,0.0002683045,0.0001884419,0.0001277561,0.00009144966,0.0001142425,0.00009113749,0.0001888037],"category_scores_gemma":[0.0002201814,0.0001493986,0.0000506326,0.000201559,0.0000545452,0.0003280792,0.0000183966,0.0007711711,0.0000369479],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002991821,"about_ca_system_score_gemma":0.0003642128,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000835125,"about_ca_topic_score_gemma":0.0004754743,"domain_scores_codex":[0.9979571,0.00004538756,0.0004254042,0.0002401796,0.00003411611,0.001297823],"domain_scores_gemma":[0.9995888,0.00003501824,0.0001734885,0.0001155987,0.00002150686,0.00006552046],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003056062,0.00004926338,0.07285011,0.000005870304,0.00002463416,0.000003604615,0.00006160943,0.00000653599,0.00000679105,0.9259157,0.0001756435,0.0008696466],"study_design_scores_gemma":[0.0008570015,0.0002070152,0.07062294,0.00001373338,0.000003868048,0.0001193628,0.0002431991,0.00007430894,0.00001860934,0.8910133,0.03660462,0.0002220853],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9346672,0.02282457,0.001000584,0.0007156592,0.0002435862,0.0001209524,0.00000583001,0.00001087542,0.04041078],"genre_scores_gemma":[0.9701065,0.02798948,0.0001857551,0.0001757004,0.00006293791,0.000006064645,0.00000129593,0.00001639625,0.001455824],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03895495,"threshold_uncertainty_score":0.60923,"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."}}