{"id":"W2129404448","doi":"10.3905/jfi.2002.319310","title":"Bid-Ask Spread, Volatility, and Volume in the Corporate Bond Market","year":2002,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Volatility (finance); Bond; Econometrics; Financial economics; Bid price; Economics; Proxy (statistics); Autoregressive model; Volatility clustering; Business; Mathematics; Finance; Statistics; Autoregressive conditional heteroskedasticity","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":[0.00237882,0.0001235362,0.000319955,0.0001623609,0.0001105768,0.00009638414,0.0003927922,0.00005932487,0.0006640597],"category_scores_gemma":[0.0001433837,0.00007765814,0.0000699043,0.0002598084,0.0001588115,0.000353149,0.00005164318,0.0003075413,0.00004437269],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003908016,"about_ca_system_score_gemma":0.00001068324,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001156176,"about_ca_topic_score_gemma":0.00003528111,"domain_scores_codex":[0.9988597,0.00008022229,0.0006941378,0.000102935,0.00006596818,0.000197022],"domain_scores_gemma":[0.9987351,0.0001682747,0.0007814758,0.0002422437,0.00003042472,0.00004242895],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002529099,0.0002872824,0.7779003,0.00007897958,0.00009271771,0.00005857407,0.003567801,0.00002577551,0.00005165927,0.1126449,0.1027418,0.002297319],"study_design_scores_gemma":[0.0006194929,0.0002682567,0.8541517,0.00003971859,0.00001204957,0.00008370572,0.000236808,0.004666261,0.000005493597,0.1066416,0.03312671,0.0001481643],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9424601,0.00445107,0.00004460275,0.003522332,0.0002670585,0.0001313911,0.0000253769,0.000004139911,0.04909394],"genre_scores_gemma":[0.9964859,0.001519203,0.0001130399,0.0005723545,0.0001142335,0.000001878109,3.866794e-7,0.000009598715,0.001183357],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07625147,"threshold_uncertainty_score":0.7270988,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04576877918543436,"score_gpt":0.207171532922718,"score_spread":0.1614027537372836,"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."}}