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Record W2087522445 · doi:10.1108/17439130810902804

Corporate governance and informed trading

2008· article· en· W2087522445 on OpenAlexaffabout
David Jackson, Shantanu Dutta, Miwako Nitani

Bibliographic record

VenueInternational Journal of Managerial Finance · 2008
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsSt. Francis Xavier UniversityCarleton University
Fundersnot available
KeywordsCorporate governanceBusinessInsider tradingExecutive compensationAccountingAlternative trading systemCashAlgorithmic tradingFinancial economicsEconomicsFinance

Abstract

fetched live from OpenAlex

Purpose The purpose of this paper is to empirically study the relationship between informed trading and overall corporate governance mechanisms. Design/methodology/approach A broad range of governance characteristics are used to measure the governance structure of firms in the Toronto Stock Exchange. The risk of informed trading is estimated using a PIN measure that avoids biases induced by trade classification errors. Our proxies for informed trading are regressed on measures of corporate governance. Findings Our most important result is that the observed trade‐off between CEO compensation and informed trading holds only for large firms. There is no correlation between CEO cash compensation and the risk of informed trading in small and medium sized firms. We find evidence that cross‐sectional differences in the risk of informed trading are explained by a firm's governance structure. Research limitations/implications Research finding a trade‐off between CEO compensation and informed trading merits closer examination. Practical implications Limitations on insider trading, and more broadly on informed trading, may involve different costs and benefits for large firms than for medium and small firms. Originality/value This paper expands the set of governance characteristics shown to interact with informed trading activity. The Toronto market is well suited to focusing on relations between informed trading and firm‐level governance characteristics.

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)0.000
metaresearch head score (Gemma)0.000
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 score0.317
Threshold uncertainty score0.579

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.002
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 head0.029
GPT teacher head0.221
Teacher spread0.192 · 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

Citations8
Published2008
Admission routes2
Has abstractyes

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