Governance Mechanisms and Equity Prices

A-Tier
Journal: Journal of Finance
Year: 2005
Volume: 60
Issue: 6
Pages: 2859-2894

Authors (2)

K. J. MARTIJN CREMERS (not in RePEc) VINAY B. NAIR (University of Pennsylvania)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We investigate how the market for corporate control (external governance) and shareholder activism (internal governance) interact. A portfolio that buys firms with the highest level of takeover vulnerability and shorts firms with the lowest level of takeover vulnerability generates an annualized abnormal return of 10% to 15% only when public pension fund (blockholder) ownership is high as well. A similar portfolio created to capture the importance of internal governance generates annualized abnormal returns of 8%, though only in the presence of “high” vulnerability to takeovers. The complementarity effect exists for firms with lower industry‐adjusted leverage and is stronger for smaller firms.

Technical Details

RePEc Handle
repec:bla:jfinan:v:60:y:2005:i:6:p:2859-2894
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26