Explaining the Diversification Discount

A-Tier
Journal: Journal of Finance
Year: 2002
Volume: 57
Issue: 4
Pages: 1731-1762

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 paper argues that the documented discount on diversified firms is not per se evidence that diversification destroys value. Firms choose to diversify. We use three alternative econometric techniques to control for the endogeneity of the diversification decision, and find evidence supporting the selfselection of diversifying firms. We find a strong negative correlation between a firms choice to diversify and firm value. The diversification discount always drops, and sometimes turns into a premium. There also exists evidence of selfselection by refocusing firms. These results point to the importance of explicitly modeling the endogeneity of the diversification status in analyzing its effect on firm value.

Technical Details

RePEc Handle
repec:bla:jfinan:v:57:y:2002:i:4:p:1731-1762
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25