{"id":"W2237035728","doi":"10.1093/ajae/aaq116","title":"Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets","year":2010,"lang":"en","type":"article","venue":"American Journal of Agricultural Economics","topic":"Economics of Agriculture and Food Markets","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Volatility (finance); Bid price; Market liquidity; Bid–ask spread; Futures contract; Futures market; Economics; Transaction cost; Ask price; Econometrics; Financial economics; Market microstructure; Monetary economics; Business; 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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0007416299,0.0003657145,0.001060031,0.0001773179,0.0001337566,0.0002733077,0.0006213806,0.0001540998,0.0003061771],"category_scores_gemma":[0.0002983311,0.0003015379,0.0003194235,0.0001854751,0.000327299,0.001477067,0.0001549569,0.0007109244,0.0001112636],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001092997,"about_ca_system_score_gemma":0.00004892666,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004572147,"about_ca_topic_score_gemma":0.0002674763,"domain_scores_codex":[0.997538,0.00003627327,0.001432865,0.0005424264,0.00004253966,0.0004079064],"domain_scores_gemma":[0.9965021,0.0003610848,0.00221521,0.0003625324,0.0001453533,0.0004137052],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000620693,0.0003987878,0.9167894,0.00004522732,0.001406059,0.00002321446,0.002644598,0.00009948559,0.005938884,0.01322904,0.01832712,0.0404775],"study_design_scores_gemma":[0.0004861956,0.0004881452,0.9748914,0.00004723849,0.00004862306,0.0001812638,0.0006283427,0.0002536483,0.0001910938,0.005034939,0.01719321,0.0005558907],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9916655,0.001958393,0.00005603883,0.002375621,0.001091251,0.0001655804,0.0001401527,0.00002173019,0.002525779],"genre_scores_gemma":[0.9894716,0.002673217,0.006307441,0.0002962747,0.0008419522,0.000005366783,0.00001341856,0.00002510872,0.0003656896],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05810202,"threshold_uncertainty_score":0.9999437,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01068894482720546,"score_gpt":0.1872438460871697,"score_spread":0.1765549012599643,"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."}}