{"id":"W3121975044","doi":"10.1017/s0022109016000491","title":"Differential Access to Price Information in Financial Markets","year":2016,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":68,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Market liquidity; Volatility (finance); Business; Capital market; Monetary economics; Economics; Welfare; Finance; Market economy","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":[0.006984723,0.0003480074,0.001024363,0.001000594,0.0009786143,0.00500055,0.001115682,0.002241655,0.007203579],"category_scores_gemma":[0.05692986,0.0005750739,0.0007496868,0.001377315,0.003350177,0.009215733,0.002595291,0.002432823,0.0004484904],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001422336,"about_ca_system_score_gemma":0.0007104023,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001090171,"about_ca_topic_score_gemma":0.0009204654,"domain_scores_codex":[0.9960579,0.001727735,0.000291185,0.0005888067,0.0008926956,0.000441811],"domain_scores_gemma":[0.9105501,0.05776029,0.01896779,0.009302036,0.002035043,0.001384786],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00227784,0.001567391,0.09044825,0.0005787777,0.0004675903,0.001860054,0.001994549,0.0722051,0.02143426,0.6896994,0.003037045,0.1144297],"study_design_scores_gemma":[0.0005813357,0.0008677603,0.05940239,0.0001794362,0.0003988974,0.00138814,0.001080099,0.2052231,0.01360976,0.7100047,0.007033468,0.000231015],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9267117,0.001261709,0.05100297,0.001856918,0.00004095577,0.0000513314,0.0002709419,0.0001512487,0.01865225],"genre_scores_gemma":[0.9964905,0.0002206953,0.002508496,0.00007597379,0.00003668051,0.00001456614,0.00004073372,0.000009075029,0.0006032062],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007203579,"threshold_uncertainty_score":0.0369392,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03243655442648915,"score_gpt":0.261709018010186,"score_spread":0.2292724635836969,"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."}}