{"id":"W3124175344","doi":"","title":"Informativeness of Trade Size in Foreign Exchange Markets","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University; University of Guelph","funders":"","keywords":"Volatility (finance); Foreign exchange market; Currency; Kurtosis; Price discovery; Private information retrieval; Exchange rate; Monetary economics; Order (exchange); Foreign exchange; Market microstructure; Economics; Financial economics; Market liquidity; Foreign exchange swap; Business; Econometrics; Finance","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":[0.002547653,0.0003350916,0.0007434591,0.00136974,0.0002846145,0.002060424,0.0005069419,0.0009484152,0.001510467],"category_scores_gemma":[0.02841297,0.0004621113,0.0003216196,0.0008012013,0.001292518,0.003208314,0.0007432236,0.0009332356,0.0001715174],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004317856,"about_ca_system_score_gemma":0.0002346776,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005456055,"about_ca_topic_score_gemma":0.000570155,"domain_scores_codex":[0.9992284,0.0002969769,0.00005609258,0.0001585007,0.0001864004,0.00007365332],"domain_scores_gemma":[0.9597843,0.02895474,0.00809175,0.001716496,0.0008254232,0.0006272929],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00291278,0.0007582673,0.373878,0.0004137341,0.000723255,0.002981611,0.00176499,0.32662,0.04857234,0.1493924,0.00197719,0.09000551],"study_design_scores_gemma":[0.0001140739,0.000411812,0.197789,0.00003912204,0.0001669635,0.0009732157,0.0003199198,0.6567268,0.006794824,0.1358642,0.0006756118,0.0001244],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9807156,0.00022499,0.01699835,0.0003512841,0.0000101866,0.000007124858,0.0001071299,0.00005313286,0.001532086],"genre_scores_gemma":[0.9993315,0.00007082638,0.0003868463,0.00001429015,0.0000245077,0.000001609407,0.0000324955,0.000003672254,0.0001342114],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002547653,"threshold_uncertainty_score":0.01347345,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01395119034076293,"score_gpt":0.1996500364205171,"score_spread":0.1856988460797541,"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."}}