{"id":"W2557919047","doi":"10.1007/s11408-017-0285-0","title":"Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada","year":2017,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"Simon Fraser University","keywords":"Convertible arbitrage; Market liquidity; Convertible bond; Hedge fund; Monetary economics; Arbitrage; Bond; Liquidity risk; Economics; Liquidity crisis; Accounting liquidity; Liberian dollar; Financial system; Business; Financial economics; Risk arbitrage; Finance; Capital asset pricing model; Arbitrage pricing theory","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005360999,0.0002677778,0.0004392654,0.0001752571,0.0002998707,0.0004177035,0.0006140146,0.00008799669,0.0009452699],"category_scores_gemma":[0.0002763275,0.0003038644,0.00007112686,0.00008540125,0.00009243759,0.0009947342,0.0003774659,0.0002053705,0.00004935827],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003289225,"about_ca_system_score_gemma":0.0002932717,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.7538167,"about_ca_topic_score_gemma":0.4042363,"domain_scores_codex":[0.9980769,0.00001545733,0.0006745307,0.0006741566,0.0001233455,0.000435626],"domain_scores_gemma":[0.9987022,0.0000494624,0.000504319,0.0005927819,0.00002784409,0.0001234308],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004709303,0.0001403157,0.6088555,0.000161654,0.0001068969,0.0006472789,0.0002072613,0.000007439643,0.000006925874,0.3029326,0.07375214,0.01271109],"study_design_scores_gemma":[0.0005672639,0.0000430713,0.77391,0.000159494,0.00000836374,0.000001510681,0.00006624816,0.0002985323,0.0000199395,0.0334744,0.191137,0.0003142082],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.754542,0.001843489,0.00006345531,0.002401427,0.002003714,0.0004600014,0.0001717886,0.00001862732,0.2384955],"genre_scores_gemma":[0.9910601,0.004566018,0.0002193409,0.001133204,0.0002076918,0.00007757732,0.00002631496,0.00001974072,0.002690043],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3495804,"threshold_uncertainty_score":0.999968,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02823204141914899,"score_gpt":0.2251018999255936,"score_spread":0.1968698585064446,"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."}}