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Record W7133036032

Essays in Financial and Theoretical Economics

2023· dissertation· W7133036032 on OpenAlexafffund
Daniel Chippin

Bibliographic record

VenueTSpace · 2023
Typedissertation
Language
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Toronto
FundersUniversity of Toronto
KeywordsVotingShareholderShareholder valueValue (mathematics)Institutional investorPrivate information retrievalWelfareVoting behavior
DOInot available

Abstract

fetched live from OpenAlex

In Chapter 1, we analyse a model in which a biased Institutional Investor may offer a share price to acquire voting rights over a corporate motion. The selling and voting decisions of each initial shareholder (with imperfect, private information about the firm’s value of the motion) depend on the private information held, but the selling decision also depends on the Institutional Investor’s price offer. The voting decision of the Institutional Investor depends on the bias and updated beliefs about the motion value (which depend on the quantity of acquired shares). We find that (i) if the magnitude of the bias is large enough, then, relative to the absence of the Institutional Investor, shareholder welfare increases (decreases) if the bias is against (for) the motion and (ii) the Institutional Investor is less willing to exert control as the quality of the private information increases. In Chapter 2, we use the ex-vote date of shareholder meetings to measure the value of corporate shareholder voting rights. We find that the value of voting rights is affected by the quantity and type of shareholder proposed motions and that the interaction between shareholder and management proposed motions negatively affects the value of voting. Our results suggest that the mean value of voting rights is about 1.01% of firm value. The measured drop in the ex-ante expected share price on the ex-vote date is analogous to the drop in share value after a price offer in the modelin Chapter 1. In Chapter 3, we analyse an intertemporal model of network formation. Individuals possess a quality variable whose evolution depends on the number and quality of the individual’s links. We introduce a definition of positive assortative networks and provide conditions for which our model of network formation supports positive assortative networks.

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 categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
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 score0.410
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0040.001

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 head0.020
GPT teacher head0.261
Teacher spread0.241 · 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; both teacher heads agree on what is shown here.

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

Citations0
Published2023
Admission routes2
Has abstractyes

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