{"id":"W3125564336","doi":"","title":"Liquidity Supply and Demand in Limit Order Markets","year":2002,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Immediacy; Market liquidity; Economics; Volatility (finance); Order (exchange); Valuation (finance); Market maker; Financial economics; Monetary economics; Microeconomics; Econometrics; Business; Stock market; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.00148749,0.0006894782,0.001193659,0.0008096703,0.0007282833,0.003930409,0.001657776,0.002800646,0.008496326],"category_scores_gemma":[0.01131116,0.0009523855,0.0005824385,0.001048492,0.001367344,0.004400909,0.001110703,0.00188125,0.001368197],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001634949,"about_ca_system_score_gemma":0.0009614172,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008654637,"about_ca_topic_score_gemma":0.006371599,"domain_scores_codex":[0.9991933,0.0002692264,0.00004666966,0.0001293794,0.0001687975,0.0001926673],"domain_scores_gemma":[0.9948196,0.00338058,0.0008755642,0.000200078,0.0003091634,0.0004150015],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001241391,0.0006048161,0.03203259,0.0002596889,0.0001133435,0.00178659,0.00130076,0.6422404,0.004099259,0.2961136,0.00332047,0.01688711],"study_design_scores_gemma":[0.0001663365,0.0001079672,0.004300678,0.00002512416,0.00002746006,0.0001409621,0.000228178,0.8378918,0.0003608368,0.1552354,0.001461547,0.00005381389],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9006294,0.001306574,0.07144754,0.003102328,0.00004286436,0.00008352279,0.00121665,0.0002418357,0.0219293],"genre_scores_gemma":[0.9901305,0.0002922359,0.002653842,0.00007728724,0.00004938964,0.00004963441,0.0002599916,0.00002464904,0.006462375],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008654637,"threshold_uncertainty_score":0.02842301,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0499513609178754,"score_gpt":0.2687815296654668,"score_spread":0.2188301687475914,"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."}}