The cross-section of labor leverage and equity returns

A-Tier
Journal: Journal of Financial Economics
Year: 2019
Volume: 132
Issue: 2
Pages: 497-518

Authors (4)

Donangelo, Andres (not in RePEc) Gourio, François (Federal Reserve Bank of Chicag...) Kehrig, Matthias (Duke University) Palacios, Miguel (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

The relative size and inflexibility of labor expenses lead to a form of operating leverage, which we call labor leverage. We derive a set of conditions for the existence of labor leverage even when labor markets are frictionless. Our model provides theoretical support for the use of firm-level labor share as a measure of labor leverage. Using Compustat/CRSP and confidential Census data, we provide evidence for the existence and for the economic significance of labor leverage: high labor share firms have operating profits that are more sensitive to economic shocks and have higher expected returns.

Technical Details

RePEc Handle
repec:eee:jfinec:v:132:y:2019:i:2:p:497-518
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25