Industry Concentration and Average Stock Returns

A-Tier
Journal: Journal of Finance
Year: 2006
Volume: 61
Issue: 4
Pages: 1927-1956

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

Firms in more concentrated industries earn lower returns, even after controlling for size, book‐to‐market, momentum, and other return determinants. Explanations based on chance, measurement error, capital structure, and persistent in‐sample cash flow shocks do not explain this finding. Drawing on work in industrial organization, we posit that either barriers to entry in highly concentrated industries insulate firms from undiversifiable distress risk, or firms in highly concentrated industries are less risky because they engage in less innovation, and thereby command lower expected returns. Additional time‐series tests support these risk‐based interpretations.

Technical Details

RePEc Handle
repec:bla:jfinan:v:61:y:2006:i:4:p:1927-1956
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29