MétaCan
Menu
← all works

Divergence of Cash Flow and Voting Rights, Opacity, and Stock Price Crash Risk: International Evidence

2017· article· en· 185 citations· W2749694654 on OpenAlex· 10.1111/1475-679x.12185

Why is this work in the frame?

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

Canadian affiliationAn author listed a Canadian institution. This is the only route the usual frame has.

Full frame distilled prediction

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.

Candidate categories
none
Consensus categories
none
Domain
Candidate signal: noneConsensus signal: none
Study design
Candidate signal: ObservationalConsensus signal: Observational
Genre
Candidate signal: EmpiricalConsensus signal: Empirical
Teacher disagreement score
0.007
Threshold uncertainty score
0.924
Validation status
machine_predicted_unvalidated · codex-gemma-dda1882f352a

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0010.004
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

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

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.

Opus teacher head0.087
GPT teacher head0.345
Teacher spread
0.258 · how far apart the two teachers sit on this one work
Validation status
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Abstract

ABSTRACT This study investigates whether and how the deviation of cash flow rights (ownership) from voting rights (control), or simply the ownership‐control wedge, influences the likelihood that extreme negative outliers occur in stock return distributions, which we refer to as stock price crash risk. We do so using a comprehensive panel data set of firms with a dual‐class share structure from 20 countries around the world for the period of 1995–2007. We predict and find that opaque firms with a large wedge are more crash prone than opaque firms with a small wedge. In addition, we predict and find that the positive relation between the wedge and crash risk is less pronounced for firms with more effective external monitoring and for firms with greater growth opportunities. The results of this study are broadly consistent with Jin and Myers’s theory that agency costs, combined with opacity, exacerbate stock price crash risk.

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.

The record

Venue
Journal of Accounting Research
Topic
Corporate Finance and Governance
Field
Business, Management and Accounting
Canadian institutions
Queen's University
Funders
not available
Keywords
VotingCash flowCrashPanel dataOutlierBusinessStock (firearms)EconometricsAgency costFinancial economicsEconomicsMonetary economicsActuarial scienceFinanceStatisticsCorporate governanceShareholderGeographyMathematics
Has abstract in OpenAlex
yes