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Corporate Investment in the Modern Economy

Paper Session

Saturday, Jan. 4, 2020 2:30 PM - 4:30 PM (PDT)

Manchester Grand Hyatt, Seaport C
Hosted By: American Finance Association
  • Chair: Andrea Eisfeldt, University of California-Los Angeles

The Benchmark Inclusion Subsidy

Anil K. Kashyap
,
University of Chicago
Natalia Kovrijnykh
,
Arizona State University
Jian Li
,
University of Chicago
Anna Pavlova
,
London Business School

Abstract

We study the effects of evaluating portfolio managers against a benchmark on corporate decisions, e.g., investments, M&A, and IPOs. We introduce portfolio managers into an otherwise standard model and show that firms inside the benchmark are effectively subsidized by the managers. This "benchmark inclusion subsidy" arises because portfolio managers have incentives to hold some of the equity of firms in the benchmark regardless of their risk characteristics. Due to the benchmark inclusion subsidy, a firm inside the benchmark values an investment project more than the one outside. The same wedge arises for valuing M&A, spinoffs, and IPOs. These findings are in contrast to the standard result in corporate finance that the value of an investment is independent of the entity considering it. We show that the higher the cash-flow risk of an investment and the more correlated the existing and new cash flows are, the larger the subsidy; the subsidy is zero for safe projects. We review a host of empirical evidence that is consistent with the model's implications. Our quantitative analysis suggests that the subsidy is sizable.

Product Life Cycles in Corporate Finance

Gerard Hoberg
,
University of Southern California
Vojislav Maksimovic
,
University of Maryland

Abstract

We develop a novel 10-K text-based model of product life-cycles and examine firm investment policies. Conditioning on the life cycle substantially improves the explanatory power of investment-Q models, and reveals a natural ordering of investments driven by the product life cycle. Firms initially focus on R&D, which additionally is sensitive to Q. CAPX emerges second. Acquisitions then arise as firms mature, and divestitures as firms decline. In aggregate, major shifts toward dynamic life cycle stages substantially explain the increase in the explanatory power of Q-models.

The Rise of Star Firms: Intangible Capital and Competition

Meghana Ayyagari
,
George Washington University
Asli Demirguc-Kunt
,
World Bank
Vojislav Maksimovic
,
University of Maryland

Abstract

There is much concern about a growing divergence in rates of return between a small group of star firms and the rest of the economy. If due to market power, such divergence signals adverse implications for investment, innovation, and customers. Using conventional return calculations, we indeed show a divergence, especially in industries that rely on a skilled labor force. However, we show that the divergence results from the mismeasurement of invested capital. Once intangible capital is accounted for, this gap has not been widening over time. Moreover, star firms produce more per dollar of invested capital, innovate more, have higher growth, and invest more. Higher productivity appears to be a better predictor of star status than high markups. A small subset of exceptional firms may pose more pressing policy concerns with much higher returns and the potential to exercise market power in the future.

The Impact of the Opioid Crisis on Firm Value and Investment

Paige Ouimet
,
University of North Carolina-Chapel Hill
Elena Simintzi
,
University of North Carolina-Chapel Hill
Kailei Ye
,
University of North Carolina-Chapel Hill

Abstract

High rates of opioid abuse have had a significant impact on the United States including implications for firms which must now contend with a lower pool of available and productive workers. This paper documents a negative effect of instrumented opioid prescriptions and subsequent individual employment outcomes. In turn, this impacts firms as we show a negative relationship between
opioid prescriptions and subsequent firm growth. We also show that firms respond to the labor shortage by investing more in technology, substituting capital for labor to mitigate some of the costs otherwise expected due to the decline in labor supply. Moreover, we establish a causal link between opioids and firm values using the staggered passage of state laws intended to limit opioid prescriptions. Following the passage of these laws, we find a 40 basis point increase in the cumulative abnormal return of the average firm and a 70 basis point increase for firms that are less capital intensive pre-treatment and thus
more dependent on labor inputs.
Discussant(s)
Jules van Binsbergen
,
University of Pennsylvania
Mindy Xiaolan
,
University of Texas-Austin
Nicolas Crouzet
,
Northwestern University
William Mann
,
University of California-Los Angeles
JEL Classifications
  • G3 - Corporate Finance and Governance