Excess Asset Reversions and Shareholder Wealth: A Comment.

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 5
Pages: 1709-14

Authors (2)

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

This study reexamines the earlier finding of Michael J. Alderson and K. C. Chen (1986) that financial markets do not consider excess pension assets in determining share prices and that significant increases in shareholder wealth occur when an overfunded pension plan is terminated. The results document that specific event-time contamination (corporate restructuring announcements) provides the driving force for all the earlier findings. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:5:p:1709-14
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29