{"id":"W4221041992","doi":"10.1016/j.frl.2022.102799","title":"Voluntary disclosure of pandemic exposure and stock price crash risk","year":2022,"lang":"en","type":"article","venue":"Finance research letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"ca_institutions":"Trent University; McMaster University","funders":"","keywords":"Pandemic; Stock price; Earnings; Stock (firearms); Crash; Business; Monetary economics; Stock market crash; Shock (circulatory); Economics; Coronavirus disease 2019 (COVID-19); Quarter (Canadian coin); Voluntary disclosure; Financial economics; Stock market; Finance; Medicine","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.003512146,0.000102596,0.000168369,0.0005395372,0.0002758293,0.001401578,0.0002938047,0.001488202,0.003252771],"category_scores_gemma":[0.05257059,0.0001678228,0.000219562,0.0005192318,0.0003323976,0.0009440221,0.0007939349,0.001436273,0.0003271773],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003873229,"about_ca_system_score_gemma":0.0004944197,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00147422,"about_ca_topic_score_gemma":0.001492826,"domain_scores_codex":[0.9983001,0.0008241388,0.0002015429,0.0001057807,0.000297007,0.0002713616],"domain_scores_gemma":[0.9296517,0.03267698,0.02824823,0.004985414,0.002643296,0.001794403],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001897527,0.000428359,0.9392552,0.00009222739,0.000239651,0.0004588794,0.0008716763,0.00163556,0.0008874866,0.004973399,0.006273628,0.04298643],"study_design_scores_gemma":[0.00006644431,0.0006393776,0.9721298,0.0001312044,0.0001060204,0.001300591,0.001458258,0.009484137,0.001476927,0.008940275,0.00422629,0.00004073879],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9886392,0.0005279778,0.0005623786,0.004454543,0.0001437266,0.00001460532,0.0005467946,0.00002246155,0.005088277],"genre_scores_gemma":[0.9992336,0.00008243727,0.00004530465,0.0001193039,0.00005197613,0.000002811068,0.0001053756,0.000001116782,0.0003580913],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003512146,"threshold_uncertainty_score":0.01857424,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05251533496549371,"score_gpt":0.266155583223884,"score_spread":0.2136402482583903,"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."}}