{"id":"W3125988256","doi":"10.2139/ssrn.389405","title":"News Announcements, Market Activity and Volatility in the Euro/Dollar Foreign Exchange Market","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University","funders":"","keywords":"Volatility (finance); Liberian dollar; Foreign exchange market; Realized variance; Foreign exchange; Monetary economics; Business; Economics; Financial economics; 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":[0.001737706,0.0003182058,0.0005037654,0.001196735,0.0003713054,0.003643551,0.0003026746,0.001361611,0.004593096],"category_scores_gemma":[0.01111152,0.0002375349,0.0002918638,0.001519618,0.0004510848,0.001784798,0.000574269,0.001247739,0.0007478067],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004822874,"about_ca_system_score_gemma":0.000284143,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004100356,"about_ca_topic_score_gemma":0.003402333,"domain_scores_codex":[0.9997321,0.00009061278,0.00002924948,0.00003823331,0.0000632765,0.00004662692],"domain_scores_gemma":[0.985518,0.007869246,0.004686244,0.0002477759,0.0005455894,0.001133053],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.004558538,0.0008142569,0.940765,0.0001366637,0.0004601333,0.001240573,0.0006410489,0.01133058,0.002165343,0.01129233,0.0065763,0.02001925],"study_design_scores_gemma":[0.0001772005,0.0005125756,0.9500225,0.00004266348,0.0003668806,0.0003829985,0.0009788811,0.03599225,0.0008098967,0.008212953,0.002432826,0.00006844228],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9956235,0.0007758084,0.0001987556,0.0007032596,0.00006422565,0.000005410491,0.0003519559,0.00001845774,0.002258624],"genre_scores_gemma":[0.9979232,0.0004642386,0.0000401411,0.00004469632,0.0001493958,0.000002760759,0.0002966161,0.000006200781,0.001072784],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004593096,"threshold_uncertainty_score":0.01536548,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02337158166534506,"score_gpt":0.2233090239528766,"score_spread":0.1999374422875316,"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."}}