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It's not how many but how different: The effect of investor dissimilarity on analyst coverage

2016· article· en· W2766716246 on OpenAlexaff
Edward B. Smith

Bibliographic record

VenueAcademy of Management Proceedings · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsKellogg's (Canada)
Fundersnot available
KeywordsSalience (neuroscience)BusinessPropositionContext (archaeology)Empirical researchInstitutional investorEconometricsEconomicsPsychologyFinanceCorporate governance

Abstract

fetched live from OpenAlex

This study extends research on organizational affiliations and market signals to test the proposition that affiliations with and/or endorsements from dissimilar others may generate disproportionally strong signals to which important organizational audiences are likely to respond. In the context of the market for analyst attention, I employ methods from social network analysis to classify firms according to both the number of institutional investors they have and, more importantly, the extent to which those institutional investors are similar or dissimilar to one another with respect to their underlying portfolios. Empirical results confirm the salience of dissimilarity over quantity: holding constant the number of institutional investors firms have, increasing dissimilarity among investors has a robust positive effect on subsequent analyst coverage, both between firms in a cross section and within firms across time. Implications for research on organizational status, analyst coverage, and market microstructure are discussed.

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)0.057
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 score0.003
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.057
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0000.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0030.000

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 head0.222
Teacher spread0.194 · 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
Published2016
Admission routes1
Has abstractyes

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