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Record W2763837570

Three Essays in Behavioral and Corporate Finance

2017· dissertation· en· W2763837570 on OpenAlexaboutno aff
Jennifer Miele

Bibliographic record

VenueMacSphere (McMaster University) · 2017
Typedissertation
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Finance and Governance
Canadian institutionsnot available
Fundersnot available
KeywordsBehavioral economicsCorporate financeEconomicsAccountingFinance
DOInot available

Abstract

fetched live from OpenAlex

This thesis examines topics in corporate finance and behavioral finance. First, I examine the effects of ownership structure on the amount of firm-specific information in stock prices, measured using synchronicity. With a unique dataset of 6,184 firm-year observations for Canadian companies listed on the Toronto Stock Exchange during 2000-2012, I find evidence of a significant, non-linear relationship between the size of the largest shareholder and synchronicity. Using propensity score matching (PSM) to isolate the effect of family firms on synchronicity, I find no evidence of a significant difference in synchronicity for matched pairs of family and non-family firms. Finally, I find evidence of a negative relationship between firms with multiple large controlling shareholders and synchronicity. Second, in a co-authored paper with Dr. Richard Deaves (McMaster University) and Dr. Brian Kluger (University of Cincinnati) we investigate the relationship between path-dependent behaviors (i.e., the disposition effect, house money effect and break-even effect) and investor characteristics (e.g., overconfidence and emotional stability) using experimental trading sessions. The majority of our subjects exhibit path-dependent biases and there are significant correlations between these biases. The correlations hint at the possibility that a common underlying factor may be driving all path-dependent behaviors. We also find some evidence that the existence of psychological bias (overconfidence and negative affect) leads to more bias in financial decision-making. Third, in co-authored work with Dr. Lucy Ackert (Kennesaw State University), Dr. Richard Deaves (McMaster University) and Dr. Quang Nguyen (Middlesex University) we report the results of an experiment designed to explore whether both cognitive ability (IQ) and emotional stability (EQ) impact risk preference and time preference in financial decision-making, finding evidence in support. Specifically, IQ impacts risk preferences and EQ impacts time preferences. Our results are primarily driven by our male participants. Most interestingly, EQ plays a role that is almost as meaningful as IQ when it comes to explaining preferences.

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)0.003
metaresearch head score (Gemma)0.014
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: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.011
Threshold uncertainty score0.038

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.014
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.003
Science and technology studies0.0020.006
Scholarly communication0.0040.004
Open science0.0010.002
Research integrity0.0030.005
Insufficient payload (model declined to judge)0.0110.003

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 head0.028
GPT teacher head0.209
Teacher spread0.181 · 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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