{"id":"W2122738829","doi":"10.2139/ssrn.1364303","title":"Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Corporate bond; Market liquidity; Volatility (finance); Monetary economics; Financial economics; Economics; Business; Financial system; Bond; 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":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.003670049,0.0001861614,0.000326866,0.00008063991,0.0005312165,0.0001894606,0.0005777313,0.0001453325,0.0006034152],"category_scores_gemma":[0.001055349,0.0001582027,0.0001955276,0.0002758455,0.0001412725,0.0004992106,0.00006578213,0.002431623,0.0002183712],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003000876,"about_ca_system_score_gemma":0.0008066473,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007690724,"about_ca_topic_score_gemma":0.007171453,"domain_scores_codex":[0.997606,0.00004073622,0.0006710932,0.000338884,0.00009221129,0.001251121],"domain_scores_gemma":[0.9982459,0.0003057057,0.0007443702,0.0005203984,0.0000792174,0.0001044024],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000150965,0.00007827587,0.5777063,0.00000363091,0.00009420576,0.000003431375,0.00034041,0.00001265034,0.0002406909,0.4079073,0.006990333,0.006471833],"study_design_scores_gemma":[0.000231405,0.00009835374,0.3552205,0.0000141911,0.00001547307,0.00003611886,0.00007772657,0.002339161,0.00002630518,0.6276305,0.01413284,0.0001774753],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9761232,0.006110306,0.01086597,0.004149337,0.001272298,0.0001776381,0.00007585063,0.00002785065,0.001197587],"genre_scores_gemma":[0.9928879,0.004268387,0.000227468,0.0000731872,0.001160947,0.000009580286,0.000007467705,0.00002337491,0.001341693],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2224858,"threshold_uncertainty_score":0.9998698,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02671951796758051,"score_gpt":0.2195147962599717,"score_spread":0.1927952782923912,"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."}}