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Record W3034676557 · doi:10.1080/15427560.2020.1774593

On the Rationality of Institutional Investors: The Case of Major Industrial Accidents

2020· article· en· W3034676557 on OpenAlex

Why this work is in the frame

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

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of Behavioral Finance · 2020
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsUniversité Laval
Fundersnot available
KeywordsSophisticationRationalityIrrational numberStock marketEconomicsInstitutional investorFinancial economicsBusinessMonetary economicsFinanceCorporate governance

Abstract

fetched live from OpenAlex

To determine if institutional investors act more rationally than individual investors, we examine the stock market price drop following 173 major industrial accidents from 1959 to 2017. In most cases, this drop, generally considered excessive, rapidly reverses. Using meta-analysis techniques, we distinguish events likely to trigger a large negative mid-term market reaction (potentially destructive events) from other events. For firms with large institutional holdings, we show that the market drop following potentially destructive events (potentially nondestructive events) is significantly larger (smaller). This is consistent with the hypothesis that investors’ potential irrational reaction depends on their sophistication.

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.

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: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.798
Threshold uncertainty score0.282

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 communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.140
GPT teacher head0.282
Teacher spread0.142 · 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