Mutual funds' capital gains lock-in and earnings management

B-Tier
Journal: Journal of Corporate Finance
Year: 2023
Volume: 80
Issue: C

Authors (3)

Dimmock, Stephen G. (National University of Singapo...) Feng, Fan (not in RePEc) Zhang, Huai (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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

Abstract

Capital gains taxation creates a lock-in effect, increasing investors' incentives to monitor and decreasing portfolio firms' incentives to cater to short-term investors. We show a negative relation between lock-in and portfolio firms' earnings management, and this relation is stronger for capital gains held by tax-sensitive investors. Further, the relation between lock-in and earnings management is stronger when the capital gains tax rate is higher. We show that locked-in funds vote against management and against audit committee members' reappointment following earnings management. Locked-in funds are less likely to exit a position following disappointing earnings announcements, reducing firms' incentive to manage earnings.

Technical Details

RePEc Handle
repec:eee:corfin:v:80:y:2023:i:c:s0929119923000718
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25