{"id":"W2051624841","doi":"10.1016/j.gfj.2006.06.012","title":"Limit orders and the intraday behavior of market liquidity: Evidence from the Toronto stock exchange","year":2006,"lang":"en","type":"article","venue":"Global Finance Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"","keywords":"Market liquidity; Volatility (finance); Monetary economics; Stock exchange; Limit (mathematics); Market maker; Stock (firearms); Economics; Financial economics; Order (exchange); Econometrics; Stock market; Business; Finance; Mathematics; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001034577,0.0001854527,0.0003994423,0.00001586922,0.0003052867,0.0001857455,0.0004485323,0.00009167658,0.0004560117],"category_scores_gemma":[0.0002035866,0.0001233742,0.0001437037,0.0001397002,0.0003931067,0.0005947828,0.0001007128,0.0001939879,0.000009223815],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001629233,"about_ca_system_score_gemma":0.00005740532,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01524927,"about_ca_topic_score_gemma":0.002581276,"domain_scores_codex":[0.9986015,0.00006931369,0.0006728771,0.0002519786,0.00009765387,0.000306663],"domain_scores_gemma":[0.9987678,0.0001911916,0.0006414289,0.0003046884,0.00005733659,0.00003759023],"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":[0.000973301,0.0002427342,0.3469128,0.00003929429,0.00009949844,0.00002971641,0.0007013418,0.00004564088,0.00001704094,0.4141134,0.2143743,0.02245091],"study_design_scores_gemma":[0.0009793941,0.0001467199,0.8852059,0.0001101446,0.00003392437,0.00003104148,0.0001112415,0.0002681639,0.000009671535,0.04789478,0.06501614,0.000192883],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8947293,0.08542997,0.0003633622,0.003347368,0.0008818678,0.0003458719,0.0002725155,0.00001115681,0.01461855],"genre_scores_gemma":[0.9788188,0.01940938,0.0004916604,0.0003953599,0.0004676354,0.00003019192,0.000002495006,0.00001018412,0.0003742769],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5382931,"threshold_uncertainty_score":0.9913083,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0279010321475493,"score_gpt":0.2250811753327499,"score_spread":0.1971801431852006,"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."}}