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Record W4323265919 · doi:10.31235/osf.io/f6nsm

The Missing Dimension of Risk: Evidence from Inside Debt Maturity and Acquisition Choices

2023· preprint· en· W4323265919 on OpenAlexaff
George Y. Nie

Bibliographic record

Venuenot available
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsConcordia University
Fundersnot available
KeywordsProxy (statistics)EconomicsAsset (computer security)Maturity (psychological)DebtEconometricsRisk premiumIncentiveDimension (graph theory)Capital asset pricing modelFinancial economicsActuarial scienceMicroeconomicsFinanceMathematicsStatisticsComputer sciencePsychology

Abstract

fetched live from OpenAlex

Nie (2023) argues that asset risk is cumulative over the holding time length, suggesting that the literature misses the indispensable dimension of time length of managerial risk bound with asset untradability. Using a dummy orthogonalization methodology, I illustrate that the inside debt reduces the effect of age (which negatively proxies maturity) on managerial risk-shifting incentives in M&As, implying that the inside debt risk (captured as risk premium over maturity) approaches zero as maturity approaches zero. An experiment and instrumental variable approach confirm the evidence. The results complement Nie (2023) and challenge, thereby fixing, agency theories such as Jensen and Meckling (1976).

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)0.000
Version: codex-gemma-dda1882f352aValidation 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 score0.178
Threshold uncertainty score0.993

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 science0.0000.001
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 head0.046
GPT teacher head0.253
Teacher spread0.207 · 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 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

Citations3
Published2023
Admission routes1
Has abstractyes

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