Blockholder dispersion and firm value

B-Tier
Journal: Journal of Corporate Finance
Year: 2011
Volume: 17
Issue: 5
Pages: 1330-1339

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

Multiple blockholder structures are a widespread phenomenon in the U.S. The theoretical literature, however, provides conflicting predictions on whether a single large blockholder or a set of dispersed smaller blockholders is better for firm value. Using U.S. data, we find a negative correlation between Tobin's Q and blockholder dispersion. The findings are robust to a wide variety of model specifications and controls and differ from results for other geographic regions such as Europe and Asia.

Technical Details

RePEc Handle
repec:eee:corfin:v:17:y:2011:i:5:p:1330-1339
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25