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Record W3123939314 · doi:10.1177/0148558x13491034

An Analytical and Empirical Measure of the Degree of Conditional Conservatism

2013· article· en· W3123939314 on OpenAlexaff
Jeffrey L. Callen, Dan Segal

Bibliographic record

VenueJournal of Accounting Auditing & Finance · 2013
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicAuditing, Earnings Management, Governance
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsConservatismEconometricsEndogeneityUnobservableEconomicsEarningsConditional expectationConditional probability distributionProxy (statistics)MathematicsStatistics

Abstract

fetched live from OpenAlex

There is a profound gap between models of accounting conservatism and the proxies for conditional conservatism currently used by the empirical literature. Not one of the proxies employed by the empirical literature to date obtains from a rigorous definition of conditional conservatism. In contrast, this study defines conditional conservatism in terms of truncated distributions and derives analytically a nonlinear relation between revisions to returns and earnings news for the conservative firm. This nonlinear relation is shown to be mathematically equivalent to two linear relations conditioned on the firm’s degree of conservatism (DCON). From these relations, we derive a model-based proxy of the DCON at the firm-year level, which is a function of the determinants of conditional conservatism. To account for the endogeneity of the firm’s DCON and mitigate sample selection bias, the model is implemented empirically using a switching regression approach in which the switch point, namely, the DCON, is unobservable and endogenously determined. Consistent estimates of the parameters of the switching regression, including the endogenous determinants of conservatism posited by Watts (2003a, 2003b), are obtained by simultaneous maximum likelihood estimation. The results indicate that the DCON is a positive function of contractual information asymmetry and litigation risk but a negative function of taxes.

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)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.040
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.002
Open science0.0010.000
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 head0.032
GPT teacher head0.251
Teacher spread0.219 · 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.

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

Citations18
Published2013
Admission routes1
Has abstractyes

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