Bubbles and the value of innovation

A-Tier
Journal: Journal of Financial Economics
Year: 2022
Volume: 145
Issue: 1
Pages: 69-84

Authors (3)

Haddad, Valentin (not in RePEc) Ho, Paul (Federal Reserve Bank of Richmo...) Loualiche, Erik (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

Booming innovation often coincides with intense speculation in financial markets. Using over a million patents, we document two ways the market valuation of innovation and its economic impact become disconnected during bubbles. Specifically, an innovation raises the stock price of its creator by 40% more than is justified by future outcomes. In contrast, competitors’ stock prices move little despite their profits suffering. We develop a theory of investor disagreement about which firms will succeed that reconciles both the facts, unlike existing models of bubbles. Optimal innovation policy during bubbles must account for the disconnect.

Technical Details

RePEc Handle
repec:eee:jfinec:v:145:y:2022:i:1:p:69-84
Journal Field
Finance
Author Count
3
Added to Database
2026-02-02