{"id":"W3121830555","doi":"10.2139/ssrn.288965","title":"The Pricing Discount for Limited Liquidity: Evidence from the SWX Swiss Exchange and the NASDAQ","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Market liquidity; Financial economics; Business; Economics; Monetary economics; Capital asset pricing model","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002375948,0.0002032044,0.0003808396,0.001187892,0.0006198316,0.00303553,0.0008797026,0.002132158,0.009061865],"category_scores_gemma":[0.02750423,0.000282068,0.0003229413,0.001089425,0.001215321,0.003173033,0.0008212673,0.002183112,0.0007809232],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001165454,"about_ca_system_score_gemma":0.0004270239,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01575493,"about_ca_topic_score_gemma":0.01762358,"domain_scores_codex":[0.9994143,0.0001530524,0.00004551787,0.00008395597,0.0002324505,0.0000707679],"domain_scores_gemma":[0.9680107,0.017985,0.009937633,0.001202706,0.00177567,0.001088276],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.01648705,0.001073616,0.7885302,0.0007247828,0.000700135,0.003336186,0.009095153,0.009021427,0.006820623,0.06385164,0.0240426,0.07631649],"study_design_scores_gemma":[0.0005074963,0.0003826373,0.9555885,0.0001583712,0.0002970692,0.0006542485,0.003583598,0.00762384,0.001313765,0.02070443,0.00906161,0.0001243307],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9862106,0.001450646,0.0002575773,0.00217077,0.00003803007,0.000007589103,0.0004829633,0.00001809969,0.009363756],"genre_scores_gemma":[0.9982231,0.0004143656,0.00004088994,0.0001034817,0.00006834851,0.000001999959,0.0002626503,0.000009478998,0.0008757511],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01575493,"threshold_uncertainty_score":0.03132647,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03033015603767566,"score_gpt":0.2254600305133427,"score_spread":0.195129874475667,"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."}}