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Record W3183410981 · doi:10.1080/09638180.2021.1945939

Do Foreign Cash Holdings Generate Uncertainty for Analysts?

2021· article· en· W3183410981 on OpenAlex
Michele Fabrizi, Elisabetta Ipino, Michel Magnan, Antonio Parbonetti

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.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueEuropean Accounting Review · 2021
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicAuditing, Earnings Management, Governance
Canadian institutionsConcordia UniversityCenter for Interuniversity Research and Analysis on Organizations
FundersConcordia University
KeywordsCash flow forecastingCashBusinessMultinational corporationEarningsOperating cash flowCash flowCash flow statementCash managementCash and cash equivalentsSubsidiaryMonetary economicsCash conversion cycleAccountingFinanceEconomics

Abstract

fetched live from OpenAlex

This study examines whether foreign cash holdings increase the complexity of analysts’ forecasting tasks, thereby affecting their earnings forecasts’ properties. In forecasting future earnings, analysts face uncertainty in understanding the firm’s economic situation, especially if cash is held by foreign subsidiaries – given that it may be subject to investment inefficiencies. The lack of disclosure about foreign cash makes it difficult for analysts to anticipate and fully incorporate in their estimates the negative performance consequences of foreign cash holdings. Using a sample of U.S. multinational corporations and estimating their foreign cash holdings, we show that a firm with an average level of estimated foreign cash to total assets has a 12.5% higher forecast error and a 13.7% higher forecast dispersion (relative to firms without foreign cash). Moreover, we document that estimated foreign cash is negatively associated with future performance and that, in the presence of large amounts of foreign cash, financial analysts issue more optimistic forecasts. Cross-section analyses show that estimated foreign cash holdings affect analysts’ forecasts to a larger extent in the absence of disclosure, consistent with the idea that the lack of disclosure restricts financial analysts’ ability to fully incorporate in their estimates the effect of foreign cash.

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)0.003
metaresearch head score (Gemma)0.014
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.754
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.014
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.002

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 head0.023
GPT teacher head0.246
Teacher spread0.223 · 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