Institutional cross ownership of peer firms and investment sensitivity to stock price
Publication Type
Working Paper
Publication Date
7-2020
Abstract
Theory suggests that stock price guides managers in corporate decisions as managers learn from price. We reason that cross-ownership of industry peers lowers information processing costs and increases industry specialization, helping investors better produce private information and transmit it to stock price. Cross-ownership can thus increase managerial learning. Consistent with our expectations, we find that a firm’s investment-q sensitivity increases as its cross-ownership increases. We strengthen the causal inference by conducting a difference-in-differences analysis using the 2003 mutual fund scandal. Overall, our results suggest that cross-ownership can induce more efficient corporate decisions by helping prices better reflect investors’ private information.
Discipline
Accounting | Corporate Finance
Research Areas
Corporate, Finance and Securities Law
First Page
1
Last Page
46
Citation
CHO, Young Jun and YANG, Holly I..
Institutional cross ownership of peer firms and investment sensitivity to stock price. (2020). 1-46.
Available at: https://ink.library.smu.edu.sg/soa_research/1915
Additional URL
https://doi.org/10.2139/ssrn.3682404