{"id":"W4388181621","doi":"10.1016/j.jempfin.2023.101429","title":"Co-illiquidity management","year":2023,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"","keywords":"Portfolio; Business; Market liquidity; Asset allocation; Capital asset pricing model; Asset (computer security); Monetary economics; 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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008016983,0.0001258961,0.0003996392,0.0002826948,0.00009056783,0.00005019963,0.0002969175,0.00007400011,0.0001331295],"category_scores_gemma":[0.000102789,0.0001199081,0.0001922063,0.0005572462,0.00007417257,0.0002970996,0.00003573149,0.0001863825,0.0009083115],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006899057,"about_ca_system_score_gemma":0.00002295816,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000004683646,"about_ca_topic_score_gemma":4.412352e-7,"domain_scores_codex":[0.9986044,0.00001485248,0.0008150145,0.0001904572,0.0000818922,0.0002933902],"domain_scores_gemma":[0.9991016,0.0000543591,0.0005436031,0.000192823,0.00004376274,0.00006381956],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00008666307,0.0001647131,0.05539585,0.00006115994,0.00007382168,0.000253563,0.0002056633,0.0002037305,0.00001653227,0.5527952,0.3874209,0.003322189],"study_design_scores_gemma":[0.0003477283,0.000178275,0.2886809,0.0000298707,0.000003823333,0.000009482962,0.00002870816,0.0001298077,0.00004564133,0.09591532,0.6144981,0.0001323446],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.823636,0.002104431,0.001039532,0.004646935,0.001474064,0.0001493358,0.00005072661,0.00004828909,0.1668507],"genre_scores_gemma":[0.9863323,0.00628223,0.001314377,0.0009963692,0.0003396069,0.000007057265,0.000004144271,0.00002124892,0.004702681],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4568799,"threshold_uncertainty_score":0.9998696,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0896185966702432,"score_gpt":0.3100363140097863,"score_spread":0.2204177173395431,"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."}}