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Record W4379386368 · doi:10.1080/09638180.2023.2218410

Media Co-Coverage and Overreaction in Cross-Industry Information Transfers

2023· article· en· W4379386368 on OpenAlex
Jingjing Xia, Rengong Zhang

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

VenueEuropean Accounting Review · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsUniversity of Ottawa
FundersCity University of Hong KongUniversity of Southern California
KeywordsEarnings surpriseEarningsBusinessSurpriseMedia coverageStock (firearms)SalientMonetary economicsStock exchangeAccountingEconomicsPost-earnings-announcement driftFinanceEarnings response coefficient

Abstract

fetched live from OpenAlex

This study examines whether media co-coverage – a phenomenon where multiple firms are simultaneously mentioned in the same news article as contextual information – induces excessive inter-industry information transfers between two firms due to the increased saliency of their relationship. Using firms from different product market industries that are co-covered in the same Wall Street Journal article, we find that, after co-coverage, the stock price of a co-covered focal firm reacts positively to the earnings surprise of another early-announcing co-covered peer, followed by a reversal on the focal firm’s subsequent earnings announcement day, while there is no reaction to the peer’s earnings news in the pre-co-coverage period. Further analysis suggests that the transfer and the reversal are stronger when the co-coverage information is more salient to investors, and are concentrated among firms with more active retail trading. These findings suggest that co-coverage in financial media, through the saliency effect, can lead to inefficient cross-industry information transfers.

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)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.385
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.002

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 head0.034
GPT teacher head0.256
Teacher spread0.222 · 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