{"id":"W2156642063","doi":"10.18533/jefs.v3i03.159","title":"Price impact of informed trades in the U.S. treasury markets","year":2015,"lang":"en","type":"article","venue":"Journal of Economic & Financial Studies","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brock University","funders":"","keywords":"Market liquidity; Futures contract; Treasury; Economics; Futures market; Market impact; Financial economics; Monetary economics; Market price; Price discovery; Market microstructure; Order (exchange); Microeconomics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001787213,0.0002737266,0.0004120058,0.0007932999,0.0004265216,0.002898956,0.0003423184,0.0009121034,0.005435237],"category_scores_gemma":[0.01431791,0.0002550383,0.0006466992,0.001159164,0.0007032744,0.00285206,0.0008091061,0.001439205,0.0004885028],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009721655,"about_ca_system_score_gemma":0.0004280842,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002768099,"about_ca_topic_score_gemma":0.003010668,"domain_scores_codex":[0.9990043,0.0002073258,0.00007392246,0.00010537,0.0004481391,0.0001609086],"domain_scores_gemma":[0.9899002,0.004709268,0.003909593,0.0004602637,0.0006892401,0.0003313456],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.005499224,0.001107354,0.3586511,0.0007679113,0.001471777,0.007416597,0.002756559,0.1915458,0.02227176,0.1442721,0.01240735,0.2518325],"study_design_scores_gemma":[0.0002206579,0.0009038048,0.6548784,0.0002097656,0.0005024333,0.001209419,0.00179941,0.158763,0.01063302,0.1572289,0.01329903,0.0003520365],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9686151,0.002584055,0.003852772,0.0009093903,0.0000646828,0.00001819959,0.0004132465,0.00007883515,0.02346382],"genre_scores_gemma":[0.9981206,0.000412736,0.0002759939,0.00006620865,0.00004497483,0.000003329436,0.0001170806,0.000008274752,0.000950684],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005435237,"threshold_uncertainty_score":0.01818264,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1120921093176564,"score_gpt":0.3086750281124399,"score_spread":0.1965829187947835,"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."}}