The Real Effects of Financial Markets: The Impact of Prices on Takeovers

A-Tier
Journal: Journal of Finance
Year: 2012
Volume: 67
Issue: 3
Pages: 933-971

Authors (3)

ALEX EDMANS (University of Pennsylvania) ITAY GOLDSTEIN (not in RePEc) WEI JIANG (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

Using mutual fund redemptions as an instrument for price changes, we identify a strong effect of market prices on takeover activity (the “trigger effect”). An interquartile decrease in valuation leads to a seven percentage point increase in acquisition likelihood, relative to a 6% unconditional takeover probability. Instrumentation addresses the fact that prices are endogenous and increase in anticipation of a takeover (the “anticipation effect”). Our results overturn prior literature that finds a weak relation between prices and takeovers without instrumentation. These findings imply that financial markets have real effects: They impose discipline on managers by triggering takeover threats.

Technical Details

RePEc Handle
repec:bla:jfinan:v:67:y:2012:i:3:p:933-971
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25