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Record W2904796959 · doi:10.1002/fut.22172

Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896

2020· article· en· W2904796959 on OpenAlexaff
Martin T. Bohl, Alexander Pütz, Pierre L. Siklos, Christoph Sulewski

Bibliographic record

VenueJournal of Futures Markets · 2020
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsWilfrid Laurier University
Fundersnot available
KeywordsFutures contractGermanPoliticsDominance (genetics)EconomicsPrice discoveryFinancial economicsInformation transmissionError correction modelPositive economicsPolitical scienceEconometricsLawHistoryComputer scienceCointegration

Abstract

fetched live from OpenAlex

Abstract This article studies the effects of increasing political uncertainty on the functioning of German futures markets. We examine a unique event, namely the discussions around and the final coming into force of the German Exchange Act of 1896. Using static and time‐varying vector error correction models, the empirical analysis shows that, although early futures markets exhibit a high degree of operational efficiency, increasing political tensions were related to a declining dominance of the futures market in the price discovery process. In summary, we provide a strong illustration of the negative consequences of misplaced regulatory attempts stemming from powerful political interests.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.191
Threshold uncertainty score0.531

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.039
GPT teacher head0.241
Teacher spread0.201 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2020
Admission routes1
Has abstractyes

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