Securities Auctions under Moral Hazard: An Experimental Study

B-Tier
Journal: Review of Finance
Year: 2010
Volume: 14
Issue: 3
Pages: 477-520

Authors (2)

Shimon Kogan (not in RePEc) John Morgan

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In many settings, including venture capital financing, mergers and acquisitions, and lease competition, the structure of the contracts over which firms compete differs. Furthermore, the structure of the contract affects the future incentives of the firm to engage in value-creating activities by potentially diluting effort or investment incentives. We study, both theoretically and in the lab, the performance of debt and equity auctions in the presence of both private information and hidden effort. We show that the revenues to sellers in debt and equity auctions differ systematically depending on the returns to entrepreneurial effort. Using a controlled laboratory experiments we test the model's predictions and find strong support for the theory. Copyright 2010, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:revfin:v:14:y:2010:i:3:p:477-520
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26