{"id":"W2146310368","doi":"10.2139/ssrn.1571920","title":"Information Disclosure and Intraday Price Discovery: Evidence from Jumps","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Price discovery; Business; Econometrics; Financial economics; Economics; Monetary economics; Futures contract","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":[0.004008597,0.0002495221,0.0005932548,0.001234146,0.0005039928,0.002566723,0.0008195755,0.002061199,0.00513283],"category_scores_gemma":[0.08736607,0.0003783631,0.0003339833,0.002059188,0.001092318,0.0025475,0.001188918,0.001946272,0.0006028273],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002722963,"about_ca_system_score_gemma":0.0003142875,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0015143,"about_ca_topic_score_gemma":0.0008362716,"domain_scores_codex":[0.9980569,0.000652959,0.0002540541,0.000262217,0.0005732569,0.0002005594],"domain_scores_gemma":[0.7656158,0.1635682,0.05487708,0.01001224,0.003720149,0.002206548],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.007309225,0.001391863,0.9053449,0.0003248791,0.0006072185,0.001175771,0.001471898,0.002367668,0.004181458,0.007916131,0.002519538,0.06538948],"study_design_scores_gemma":[0.0004585665,0.001181816,0.94855,0.0001205984,0.0006730303,0.001965566,0.0009454074,0.01246739,0.004343229,0.02608768,0.0031056,0.0001011414],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9936068,0.001142106,0.0008133956,0.0007493562,0.00002454302,0.00001542206,0.0004112858,0.00001991201,0.003217206],"genre_scores_gemma":[0.9986828,0.0004166222,0.0001918274,0.00007065651,0.0000619667,0.000004670317,0.0002272938,0.000004773844,0.0003395152],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00513283,"threshold_uncertainty_score":0.0211997,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02164671499164214,"score_gpt":0.190394779739592,"score_spread":0.1687480647479498,"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."}}