Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies

B-Tier
Journal: Journal of Banking & Finance
Year: 2020
Volume: 118
Issue: C

Authors (3)

Austin, Josh (not in RePEc) Harris, Jeremiah (Kent State University) O'Brien, William (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

Many studies find a negative relationship between acquirers’ stock returns and their size, past acquisitiveness, and performance. This counter-intuitively suggests that large, well-performing, and acquisitive firms are worse-than-average acquirers. We hypothesize that these findings stem from bias related to an omitted variable: the predictability of acquisitive behavior. We theoretically model the direction of this bias for each variable and test these predictions using Heckman's two-stage procedure with a relevant and plausibly excludable variable related to tax avoidance. By mitigating this bias, our approach generates several new insights about acquisition value that are obscured by OLS regressions of deal announcement returns.

Technical Details

RePEc Handle
repec:eee:jbfina:v:118:y:2020:i:c:s0378426620301540
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25