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Record W2745282248

Market-Wide Effects of Off-Balance Sheet Disclosures:

2017· preprint· en· W2745282248 on OpenAlexaboutno aff
Marc Badia‐Miró, Miguel Duro, Bjørn Jorgensen, Gaizka Ormazábal

Bibliographic record

VenueRePEc: Research Papers in Economics · 2017
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsBalance sheetCompetition (biology)BusinessSpillover effectMonetary economicsNatural experimentEarningsBalance (ability)Stock (firearms)Diversification (marketing strategy)EconomicsAccountingMicroeconomicsMarketing
DOInot available

Abstract

fetched live from OpenAlex

This paper studies the spillover effects of firms' off-balance sheet disclosures. We focus our analysis on the mandatory disclosure of oil and gas (O&G) reserves, a setting in which off-balance sheet information is particularly important to understand industry competition. Using a comprehensive sample of Canadian and US O&G producers we document two novel results. First, in contrast to prior research on the informational effect of peers' earnings announcements, we find evidence that firms' exhibit lower stock returns when their peers announce more positive news about O&G reserves. Second, consistent with peers' disclosures affecting managerial decision making, we document that larger increases in peers' reserves are accompanied by an increase in firms' investment. We corroborate our results by exploiting three sources of institutional variation. First, the North-American pipeline infrastructure constrains the supply of natural gas, and thus competition in the gas market, but not the supply of oil. Second, the introduction of the fracking technology substantially altered the competition dynamics in the natural gas market. Third, mandatory O&G disclosure rules were modified in Canada and the US in a similar fashion, albeit at different points in time. Overall, our evidence suggests that off-balance sheet disclosures have substantial market-wide effects in the form of both financial and real externalities.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.021
Version: metacan-v3-hybrid-931329e0061cValidation 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 score0.008
Threshold uncertainty score0.026

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.021
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0080.001

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 head0.024
GPT teacher head0.283
Teacher spread0.259 · 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 source (direct Gemma or distilled Codex), 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

Citations0
Published2017
Admission routes1
Has abstractyes

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