Exhibit map — FIRC-0002 v2.1 (generated by scripts/r3k_20_tables_v2.py; do not edit)
Every table file in paper/tables/ and every figure wrapper in paper/figures_r3k/ is a self-contained float: \input{tables/<name>} or \input{figures_r3k/<name>} prints the float with its caption, label and notes. paper/tables/appendix_exhibits.tex (input from main.tex after the appendix) prints, behind \ExhibitOnce guards, every table not already placed and the appendix-bound figures. Placement = the Stage E decision (main text vs appendix).
| Label | File | Placement | Title | Sources |
|---|---|---|---|---|
tab:summ |
paper/tables/tab_summary.tex |
main | Summary statistics of the estimation sample. | results/r3k_v2/t1_summary_stats.csv, panel_meta_v2.json, mktcap_diag.json, hygiene_summary.json |
tab:sortsboth |
paper/tables/tab_sorts_both.tex |
main | Quintile sorts on AI language in the Russell~3000 universe and among S&P~500 members. | results/r3k_v2/results.json (samples.*.sorts, vw_diag), results2.json (mht) |
tab:sorts |
paper/tables/tab_sorts.tex |
appendix | Quintile sorts on every signal and weighting, Russell~3000 universe. | results/r3k_v2/results.json (sorts, vw_diag) |
tab:alphaboth |
paper/tables/tab_alpha_both.tex |
main | Monthly long--short portfolios on AI language: mean return, Sharpe ratio and factor alphas. | results/r3k_v2/results.json (samples.*.ls), results2.json (mht.deflated_sharpe) |
tab:alpha |
paper/tables/tab_alpha.tex |
appendix | Monthly long--short portfolios by signal and sub-period, Russell~3000 universe. | results/r3k_v2/results.json (ls_alpha) |
tab:panel |
paper/tables/tab_panel.tex |
main | Two-way fixed-effects panel regressions of the forward return on AI language, Russell~3000. | results/r3k_v2/results.json (panel_fe) |
tab:fmboth |
paper/tables/tab_fm_both.tex |
main | Fama--MacBeth regressions of the forward return on AI language, Russell~3000 and S&P~500. | results/r3k_v2/results.json (samples.*.fm, fama_macbeth) |
tab:fm |
paper/tables/tab_fm.tex |
appendix | Fama--MacBeth regressions, all specifications, Russell~3000 universe. | results/r3k_v2/results.json (fama_macbeth) |
tab:prepostboth |
paper/tables/tab_prepost_both.tex |
main | AI-language spreads before and after the ChatGPT launch, Russell~3000 and S&P~500. | results/r3k_v2/results.json (samples.*.sub, pooled, samples.sp500.pooled_post_w) |
tab:cohorts |
paper/tables/tab_cohorts.tex |
main | Cohort-by-cohort spreads of the AI composite and tests of a 2022 break, Russell~3000. | results/r3k_v2/results2.json (cohorts*, placebo_breaks), results_surv.json (then_members_present) |
tab:groups |
paper/tables/tab_groups.tex |
main | AI-composite spreads by size group and index membership, Russell~3000. | results/r3k_v2/results.json (groups, size_neutral, contrasts) |
tab:contrasts |
paper/tables/tab_contrasts.tex |
main | Formal tests of the large-versus-small and member-versus-non-member post-launch differences. | results/r3k_v2/results.json (contrasts) |
tab:doublesort |
paper/tables/tab_doublesort.tex |
appendix | AI language $\times$ size double sort, Russell~3000. | results/r3k_v2/results2.json (double_sort_*) |
tab:sectortech |
paper/tables/tab_sector_tech.tex |
main | Within-sector estimates of the AI-language premium and technology-factor spanning, Russell~3000. | results/r3k_v2/results2.json (sector_controls, sector_neutral, residual_sort, monthly_ls) |
tab:placebo |
paper/tables/tab_placebo.tex |
appendix | Placebo across eight semantic factors scored with the same pipeline, Russell~3000. | results/r3k_v2/results2.json (placebo, mht) |
tab:robust |
paper/tables/tab_robust.tex |
main | Construction, horizon, benchmark, universe and survivorship checks on the composite spread, Russell~3000. | results/r3k_v2/results2.json (subperiod_spread, sector_neutral, residual_sort, mag7, alt_*, entrants, breaks, cluster_k), results_surv.json (conditional_spreads), results.json |
tab:filingtype |
paper/tables/tab_filing_type.tex |
appendix | Form-specific AI composites, Russell~3000. | results/r3k_v2/results2.json (filing_type, mht.forms_fm_w) |
tab:event |
paper/tables/tab_event.tex |
main | ChatGPT event study: cumulative abnormal returns by pre-launch AI tercile under the IWV market model, Russell~3000. | results/r3k_v2/results_event.json (by_benchmark.mm_2022, welch_reference, tercile_characteristics) |
tab:eventcda |
paper/tables/tab_event_cda.tex |
main | Benchmark dependence of the one-year event-study gradient and placebo launch dates. | results/r3k_v2/results_event.json (by_benchmark, ff6_calendar_time, placebo_launches, placebo_summary, mht_event) |
tab:didspid |
paper/tables/tab_did_spid.tex |
main | Difference-in-differences on pre-determined exposure and the SPID project signal, Russell~3000. | results/r3k_v2/results2.json (did, spid), t17_refit.json |
tab:spidbinary |
paper/tables/tab_spid_binary.tex |
main | Binary contrasts on the SPID project signal with minimum detectable effects, Russell~3000. | results/r3k_v2/results2.json (spid.binary_contrasts, spid.tercile_nonzero_w), results.json (spid) |
tab:reversal |
paper/tables/tab_reversal.tex |
appendix | Reversal tests and the cybersecurity-vocabulary check, Russell~3000. | results/r3k_v2/results2.json (cluster_k) |
tab:mht |
paper/tables/tab_mht.tex |
main | Multiple-testing adjustments by family of tests. | results/r3k_v2/results2.json (mht, spec_curve), results_event.json (mht_event) |
tab:mhtfull |
paper/tables/tab_mht_full_a.tex |
appendix | Member-level multiple-testing adjustments, part A: portfolio-sort and form families. | results/r3k_v2/results2.json (mht) |
tab:mhtfullb |
paper/tables/tab_mht_full_b.tex |
appendix | Member-level multiple-testing adjustments, part B: robustness rows, placebo interactions and break years. | results/r3k_v2/results2.json (mht) |
tab:eventtime |
paper/tables/tab_eventtime.tex |
appendix | Event-time profile of the premium on pre-determined AI exposure, Russell~3000. | results/r3k_v2/results2.json (did_eventtime*) |
tab:attrition |
paper/tables/tab_attrition.tex |
main | Survivorship diagnostics on the current-membership universe, Russell~3000. | results/r3k_v2/results_surv.json (attrition, then_members_present, ew_vs_index, bounding), iwv_holdings_manifest.json |
tab:constructvalidity |
paper/tables/tab_construct_validity.tex |
main | Construct validity of the semantic AI score: keyword baseline, stripped anchors, sector composition and encoder truncation. | results/r3k_v2/results_construct.json, results/n1/tokenizer_audit.json, results/n1/keyword_baseline.json |
tab:corr |
paper/tables/tab_corr.tex |
appendix | Correlations of the within-year standardized variables. | results/r3k_v2/t1b_correlations.csv |
tab:topfirms |
paper/tables/tab_topfirms.tex |
appendix | Firms with the highest average AI composite. | data/processed_r3k_v2/analysis_panel_v2.parquet |
tab:coverage |
paper/tables/tab_coverage.tex |
appendix | Estimation sample by formation cohort: firms, size groups and text coverage. | results/r3k_v2/results2.json (coverage) |
tab:corpus |
paper/tables/tab_corpus.tex |
main | Corpus composition by form. | data/raw_russell3000/filings, results/n1/corpus_counts.json |
tab:hygiene |
paper/tables/tab_hygiene.tex |
appendix | Return hygiene and the effect of the data corrections on the headline statistics. | results/r3k_v2/hygiene_log.csv, hygiene_summary.json, results/r3k/.json (HEAD 3cf7560), results/r3k_v2/results.json |
tab:break |
paper/tables/tab_break.tex |
appendix | Pooled test of a post-launch change in the signal slope, by signal, Russell~3000. | results/r3k_v2/results.json (structural_break, subperiod_spread) |
fig:quintiles |
paper/figures_r3k/fig1_quintiles.tex (PDF figures/r3k_v2/fig1_quintiles.pdf) |
appendix | Mean forward return by AI-composite quintile before and after the ChatGPT launch. | scripts/r3k_19_figures_v2.py |
fig:cumls |
paper/figures_r3k/fig2_cumulative_ls.tex (PDF figures/r3k_v2/fig2_cumulative_ls.pdf) |
appendix | Cumulative return of the AI-composite long--short portfolio by size group. | scripts/r3k_19_figures_v2.py |
fig:cohorts |
paper/figures_r3k/fig3_cohort_spreads.tex (PDF figures/r3k_v2/fig3_cohort_spreads.pdf) |
main | Annual AI-composite spreads by formation cohort, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:trend |
paper/figures_r3k/fig4_trend.tex (PDF figures/r3k_v2/fig4_trend.pdf) |
main | The secular rise of AI language in SEC filings. | scripts/r3k_19_figures_v2.py |
fig:fmyear |
paper/figures_r3k/fig5_fm_byyear.tex (PDF figures/r3k_v2/fig5_fm_byyear.pdf) |
main | Year-by-year Fama--MacBeth slopes on the AI composite, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:placebo |
paper/figures_r3k/fig6_placebo.tex (PDF figures/r3k_v2/fig6_placebo.pdf) |
appendix | Placebo across eight semantic factors scored with the same pipeline. | scripts/r3k_19_figures_v2.py |
fig:event |
paper/figures_r3k/fig7_event_car.tex (PDF figures/r3k_v2/fig7_event_car.pdf) |
main | Cumulative abnormal returns around the ChatGPT launch by pre-launch AI tercile. | scripts/r3k_19_figures_v2.py |
fig:double |
paper/figures_r3k/fig8_double_sort.tex (PDF figures/r3k_v2/fig8_double_sort.pdf) |
appendix | AI language $\times$ size double sort before and after the launch, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:eventtime |
paper/figures_r3k/fig9_eventtime.tex (PDF figures/r3k_v2/fig9_eventtime.pdf) |
main | Event-time profile of the premium on pre-determined AI exposure, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:filingtype |
paper/figures_r3k/fig10_filing_type.tex (PDF figures/r3k_v2/fig10_filing_type.pdf) |
appendix | Pre- and post-launch spreads of the form-specific AI composites. | scripts/r3k_19_figures_v2.py |
fig:placebobreaks |
paper/figures_r3k/fig11_placebo_breaks.tex (PDF figures/r3k_v2/fig11_placebo_breaks.pdf) |
main | Placebo break dates and contiguous-block comparison, AI composite, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:sizegroups |
paper/figures_r3k/fig12_size_groups.tex (PDF figures/r3k_v2/fig12_size_groups.pdf) |
main | Pre- and post-launch AI-composite spreads by size group and index membership. | scripts/r3k_19_figures_v2.py |
fig:cohortsboth |
paper/figures_r3k/fig13_cohorts_both.tex (PDF figures/r3k_v2/fig13_cohorts_both.pdf) |
main | Annual AI-composite spreads by cohort, Russell~3000 universe versus S&P~500 members. | scripts/r3k_19_figures_v2.py |
fig:cumboth |
paper/figures_r3k/fig14_cumulative_both.tex (PDF figures/r3k_v2/fig14_cumulative_both.pdf) |
main | Cumulative long--short return on the AI composite in the two universes. | scripts/r3k_19_figures_v2.py |
fig:speccurve |
paper/figures_r3k/fig15_spec_curve.tex (PDF figures/r3k_v2/fig15_spec_curve.pdf) |
main | Specification curve of the AI-composite spread, Russell~3000. | scripts/r3k_19_figures_v2.py |
fig:placebolaunches |
paper/figures_r3k/fig16_placebo_launches.tex (PDF figures/r3k_v2/fig16_placebo_launches.pdf) |
main | Placebo launch dates: the event-study design applied to 30 November of 2015--2021. | scripts/r3k_19_figures_v2.py |
fig:attrition |
paper/figures_r3k/fig17_attrition.tex (PDF figures/r3k_v2/fig17_attrition.pdf) |
appendix | Attrition of IWV constituents by market-value tercile, from dated holdings captures. | scripts/r3k_19_figures_v2.py |