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Record W2766237072 · doi:10.5465/ambpp.2017.167

Capital Markets' Reaction to Environmental Sensitivity

2017· article· en· W2766237072 on OpenAlexaff
Chang Hoon Oh, Daniel Shapiro, Shuna Shu Ham Ho, Jiyoung Shin

Bibliographic record

VenueAcademy of Management Proceedings · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsSimon Fraser University
Fundersnot available
KeywordsCorporate governanceBusinessCapital marketEnvironmental governanceQuality (philosophy)Sample (material)Environmental qualityCapital (architecture)Natural resource economicsFinanceEconomicsGeography

Abstract

fetched live from OpenAlex

Using an event study method we investigate the degree to which capital markets price potential environmental risk for a cross-country sample of mining firms. We build a unique data set that includes the proximity of a mine to ecological areas and water sources and their size. We then ask whether the market discounts non-environmental announcements by the firm more if the mine is closer to such areas. On balance, our results indicate that financial markets do tend to impose an environmental discount on firms making non-environmental announcements whose mines, by virtue of their location, are subject to potential environmental risk. At the same time, the potential risk discount does depend on the governance quality of the country in which the mine is located such that mines located in countries with stronger governance institutions face larger environmental risk premia. Specifically, capital markets penalize mining companies that operate near large, environmentally sensitive sites in countries with high governance quality more than in countries with low governance quality.

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)0.001
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: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.796
Threshold uncertainty score0.860

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

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 head0.020
GPT teacher head0.222
Teacher spread0.203 · 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

Citations1
Published2017
Admission routes1
Has abstractyes

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