{"id":"W1983403277","doi":"10.1016/j.irfa.2005.09.003","title":"Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong","year":2006,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Market liquidity; Equity (law); Index (typography); Stock exchange; Business; Empirical evidence; Stock (firearms); Financial economics; Stock market index; Economics; Monetary economics; Stock market; Finance; Geography","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":[0.001709564,0.0002497759,0.0007201854,0.002658779,0.0009597866,0.002661556,0.0007197768,0.0005538342,0.002310346],"category_scores_gemma":[0.01093746,0.0002641411,0.0004169716,0.005403878,0.00124296,0.001665826,0.002002551,0.0005755602,0.0003803917],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001311483,"about_ca_system_score_gemma":0.001310517,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.1027761,"about_ca_topic_score_gemma":0.09490587,"domain_scores_codex":[0.9990133,0.0001630464,0.0002131714,0.0001491898,0.0002304602,0.0002308306],"domain_scores_gemma":[0.9769043,0.005160947,0.01213936,0.001534877,0.002440299,0.001820174],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004217107,0.00004348494,0.9916974,0.000055942,0.0002275976,0.0002066392,0.001158943,0.0001299498,0.0001811375,0.0002949777,0.0004343063,0.005147837],"study_design_scores_gemma":[0.00001406552,0.00002962291,0.9982252,0.00001382658,0.00008522358,0.00005857437,0.0008203899,0.0001603924,0.00007752631,0.000152626,0.0003546668,0.000007988994],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9977928,0.0005546706,0.00003249101,0.0001119052,0.000005477261,0.000006541272,0.000452368,0.000002818447,0.001040936],"genre_scores_gemma":[0.998849,0.0003164418,0.00002166539,0.00002114017,0.00001362059,0.000003837259,0.0004309109,0.000001658111,0.0003417787],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1027761,"threshold_uncertainty_score":0.2043557,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03763483257270595,"score_gpt":0.2669858931523801,"score_spread":0.2293510605796741,"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."}}