Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use

B-Tier
Journal: Journal of Corporate Finance
Year: 2017
Volume: 45
Issue: C
Pages: 608-631

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

We explore the role of ambiguity, as opposed to risk, in explaining firms' corporate financial policies. We create text based measures of ambiguity and risk for U.S. firms between 1995 and 2013. Measured ambiguity is high in for instance high tech industries, whereas the risk measure is high for homogeneous goods. Using within-firm variation to identify effects we find that greater ambiguity is associated with greater cash holdings and more risk with a higher probability of derivatives use. The results are in line with a simple model of liquidity management with ambiguity averse agents.

Technical Details

RePEc Handle
repec:eee:corfin:v:45:y:2017:i:c:p:608-631
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25