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Record W3123248998

The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium

2000· preprint· en· W3123248998 on OpenAlexfundno aff
Barbara G. Katz, Joel Owen

Bibliographic record

VenueThe Faculty Digital Archive (New York University) · 2000
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
FundersYork University
KeywordsChurningShareholderAffect (linguistics)PortfolioValue (mathematics)Monetary economicsFinancial marketBusinessEconomicsFinancial economicsFinanceCorporate governanceLabour economics
DOInot available

Abstract

fetched live from OpenAlex

Consider a …nancial market equilibrium with correlated …rms and risk averse investors holding diversi…ed portfolios. When an activist investor has the ability to perform valueenhancing activities in a single …rm, and these activities increase with ownership, we show that optimizing behavior by all investors leads to a concentration of shares in the hands of this activist. This concentration arises in the presence of complete information and is a consequence of Walrasian equilibrium mechanisms that include all investors and give no special powers to any of them in the equilibrium process. By yielding more ownership to the activist, all investors alter the risk pro…les of their holdings, ending with less balanced portfolios. This rebalancing e¤ect is accompanied by an increase in the price of the security that the activist can a¤ect, as well as in the total value of the market. When the activist can a¤ect more than one …rm, rebalancing of all portfolios again occurs. Although the activist may not acquire increased concentration in all the …rms she might a¤ect, prices change for all those …rms, and we give conditions under which at least one price must increase. We …nd that equilibrium results in a sharing of the costs and bene…ts of activism among all market participants, mitigating the free-rider problem. When we study multiple activists in many

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)0.000
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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.455
Threshold uncertainty score0.764

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0010.001
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 head0.034
GPT teacher head0.201
Teacher spread0.167 · 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 designTheoretical or conceptual
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

Citations3
Published2000
Admission routes1
Has abstractyes

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