{"id":"W2260661767","doi":"","title":"Daily Trading and Efficiency in Futures Markets","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Economics; Currency; Risk premium; Proxy (statistics); Financial economics; Forward market; Maturity (psychological); Monetary economics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003000317,0.0002524713,0.0005260733,0.001185425,0.0002704518,0.002056109,0.0004294495,0.0006026217,0.002545394],"category_scores_gemma":[0.02501453,0.0002149592,0.0003559086,0.001079583,0.0008514735,0.003608114,0.0006589021,0.0005690416,0.0003480203],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004830769,"about_ca_system_score_gemma":0.0002425034,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009754509,"about_ca_topic_score_gemma":0.0006009214,"domain_scores_codex":[0.9991314,0.0003118668,0.00008454282,0.0001555399,0.0002255931,0.00009103233],"domain_scores_gemma":[0.9868044,0.00859817,0.00280929,0.0009169461,0.0005264881,0.0003446529],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0007140167,0.000448677,0.5542706,0.0002055829,0.0005021011,0.001054875,0.002167818,0.09034409,0.01055971,0.1989663,0.001477148,0.1392891],"study_design_scores_gemma":[0.00005119975,0.0002877913,0.5847805,0.00005995067,0.00008308797,0.001344018,0.0006618014,0.1684622,0.002825922,0.2367422,0.004618465,0.00008300639],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9744246,0.001019989,0.01704095,0.0002082282,0.00001165651,0.00001163125,0.00009534454,0.00003633707,0.007151271],"genre_scores_gemma":[0.9978659,0.0001721947,0.001014365,0.00001224554,0.00002657368,0.000003085658,0.00008242538,0.00001267372,0.0008107274],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003000317,"threshold_uncertainty_score":0.01586741,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008692461007776537,"score_gpt":0.2129013964178286,"score_spread":0.2042089354100521,"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."}}