{"id":"W2111152528","doi":"10.2139/ssrn.1785409","title":"Price Manipulation in a Market Impact Model with Dark Pool","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"Deutsche Forschungsgemeinschaft","keywords":"Dark liquidity; Economics; Business; Monetary economics; Market liquidity","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":[0.001577971,0.001198785,0.003245758,0.001348206,0.001599593,0.005343297,0.003699564,0.006423919,0.01541927],"category_scores_gemma":[0.005413972,0.001460704,0.001817933,0.001036165,0.003072406,0.007137458,0.002958197,0.003681119,0.001189548],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00142187,"about_ca_system_score_gemma":0.001355124,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007103114,"about_ca_topic_score_gemma":0.003095889,"domain_scores_codex":[0.9994943,0.0001574598,0.0000213803,0.00009795809,0.00007711325,0.0001517802],"domain_scores_gemma":[0.9970672,0.001178293,0.0005016961,0.0002094256,0.0002682972,0.0007751267],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006265334,0.0005675222,0.00171519,0.0001563158,0.0001744381,0.001807224,0.000254129,0.3890504,0.004245849,0.5902345,0.006348481,0.004819421],"study_design_scores_gemma":[0.000219025,0.00009088214,0.0003760115,0.000009177842,0.00006306477,0.0001020868,0.00003850354,0.9406433,0.0001922249,0.05772281,0.0004945525,0.00004838337],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6833525,0.00143192,0.1821943,0.01549742,0.0007353094,0.0001967493,0.0009568569,0.001008984,0.114626],"genre_scores_gemma":[0.9525754,0.0003809324,0.003101352,0.0004895244,0.0003164069,0.00005695556,0.0001387563,0.0001222473,0.04281837],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01541927,"threshold_uncertainty_score":0.05158263,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.024537051638101,"score_gpt":0.2075772154065572,"score_spread":0.1830401637684562,"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."}}