{"id":"W2747220136","doi":"10.5539/ijef.v9n9p123","title":"Informed Trading of Futures Markets During the Financial Crisis: Evidence from the VPIN","year":2017,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Institutional investor; Economics; Financial crisis; Business; Financial economics; Price discovery; Forward market; Monetary economics; Finance; Corporate governance; Macroeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001475274,0.0002403148,0.0004149209,0.000865988,0.0003441907,0.001395369,0.0003458752,0.0006816825,0.001795732],"category_scores_gemma":[0.01390606,0.0002082914,0.0002960706,0.001086311,0.000608824,0.00152284,0.001274604,0.001143903,0.0003417849],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002601897,"about_ca_system_score_gemma":0.0001967353,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004821766,"about_ca_topic_score_gemma":0.004117896,"domain_scores_codex":[0.999494,0.0001790273,0.00004210761,0.0000909731,0.0001106162,0.00008344857],"domain_scores_gemma":[0.9873928,0.00499169,0.005795099,0.0007202501,0.0004440405,0.0006561261],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001134633,0.0002692277,0.9715362,0.00006105642,0.0002501192,0.0006792303,0.0007528068,0.003527145,0.001219687,0.001861697,0.00207557,0.01663259],"study_design_scores_gemma":[0.00004746015,0.0001924825,0.9831049,0.00002898216,0.0001114202,0.0002512446,0.0009004285,0.01076991,0.0008400744,0.001983901,0.001734269,0.00003494813],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.997925,0.0003606374,0.0002514179,0.0002379986,0.000009726726,0.000003488987,0.0002890614,0.000008620425,0.0009139915],"genre_scores_gemma":[0.9991235,0.0002061708,0.00006319181,0.00002897295,0.00002795927,0.000002391527,0.0004342113,0.000004833,0.0001087663],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004821766,"threshold_uncertainty_score":0.009587407,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02863279137190395,"score_gpt":0.2482756290298394,"score_spread":0.2196428376579355,"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."}}