{"id":"W2898334901","doi":"10.3390/jrfm11040073","title":"Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Pace; Price discovery; Stock (firearms); Equity (law); Trade volume; Business; High-frequency trading; Financial economics; Computer science; Monetary economics; Algorithmic trading; Economics; Finance; International trade; Engineering","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":[0.01361478,0.0003987835,0.0004708706,0.005109968,0.0005010384,0.005396532,0.0009671721,0.00111905,0.00129556],"category_scores_gemma":[0.1601543,0.0005828883,0.000388579,0.005466306,0.001042491,0.007206717,0.002075753,0.001519749,0.0007707899],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001306066,"about_ca_system_score_gemma":0.0007743163,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01284365,"about_ca_topic_score_gemma":0.01019048,"domain_scores_codex":[0.9944829,0.001022815,0.0008809532,0.001068293,0.002072924,0.0004722707],"domain_scores_gemma":[0.8269374,0.1061919,0.03620036,0.01216739,0.01694823,0.001554787],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004699043,0.00006866461,0.9473432,0.00006993001,0.0002127182,0.0002028256,0.000582269,0.007348727,0.001180661,0.00276584,0.001710102,0.03804515],"study_design_scores_gemma":[0.00004278003,0.0001262118,0.890569,0.0001138749,0.0001195396,0.000567471,0.0008640765,0.09159683,0.006258775,0.00650226,0.003136549,0.0001026269],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9915766,0.0007047848,0.002604056,0.0009188231,0.00003707725,0.00001208348,0.001404094,0.0001110977,0.002631334],"genre_scores_gemma":[0.9970938,0.0002193327,0.0009638616,0.00006442038,0.00003475457,0.000003893287,0.001325755,0.00002335598,0.0002708642],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01361478,"threshold_uncertainty_score":0.07200277,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03042029464287225,"score_gpt":0.2521342538232902,"score_spread":0.221713959180418,"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."}}