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The Financial Review

Abstracts of February 2003 Issue

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The Financial Review, Vol. 38, No. 1

Click on an article title to view its abstract.

"The Emergence of Corporate Governance from Wall St. to Main St.: Outside Directors, Board Diversity, Earnings Management, and Managerial Incentives to Bear Risk"

M. Andrew Fields and Phyllis Y. Keys

"Corporate Governance, Board Diversity, and Firm Value"
  
David A. Carter, Betty J. Simkins, and W. Gary Simpson

"An Empirical Examination of Sponsor Influence over the Board of Directors"
   Raj Varma

"The Effect of Managerial Incentives to Bear Risk on Corporate Capital Structure and R&D Investment"
   Jouahn Nam, Richard E. Ottoo, and John H. Thornton Jr.

"Why Do IPO Firms Conduct Primary Seasoned Equity Offerings?"
   Maretno Harjoto and John Garen

"Why Some Firms Use Collar Offers In Mergers"
   Kathleen P. Fuller

"Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk"
   Sie Ting Lau and Thomas H. Mcinish

"Intra-day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements"
   Andrea J. Heuson and Tie Su


"The Emergence of Corporate Governance from Wall St. to Main St.: Outside Directors, Board Diversity, Earnings Management, and Managerial Incentives to Bear Risk"
   
M. Andrew Fields and Phyllis Y. Keys
    Volume 38, No. 3, pp. 1-24

Recent corporate events have brought a heightened public awareness to corporate governance issues. Much work has been accomplished to date, but it is clear that much more remains to be done. This paper provides a review of empirical research in four relevant areas of corporate governance. Specifically, the paper provides an overview of (a) the role that outside directors play in monitoring managers, (b) the emerging literature on the impact of board diversity, (c) the existence of and incentives for corporate executives to manage firm earnings, and (d) managerial incentives to bear risk.

Keywords: corporate governance; outside directors; diversity; earnings management; managerial incentives

JEL Classifications:

Top

"Corporate Governance, Board Diversity, and Firm Value"
  
David A. Carter, Betty J. Simkins, and W. Gary Simpson
   Volume 38, No. 3, pp.

This study examines the relationship between board diversity and firm value for Fortune 1000 firms. Board diversity is defined as the percentage of women, African-Americans, Asians, and Hispanics on the board of directors. This research is important because it presents the first empirical evidence examining whether board diversity is associated with improved financial value. After controlling for size, industry, and other corporate governance measures, we find significant positive relationships between the fraction of women or minorities on the board and firm value. We also find that the proportion of women and minorities on boards increases with firm size and board size but decreases as the number of insiders increases. 

Keywords: corporate governance; diversity; board of directors; financial value

JEL Classifications:

Top

"An Empirical Examination of Sponsor Influence over the Board of Directors"
   Raj Varma
   Volume 38, No. 1, pp.

Investment funds have a unique organization structure in which a fund's board of directors frequently contracts the management of the fund with the fund's sponsor but has a fiduciary duty to act in the interest of the fund’s shareholders with regard to decisions such as the shareholder fees charged by the sponsor to manage the fund. For a large sample of closed-end funds, my findings indicate that sponsors exert considerable influence over the board of directors through a variety of mechanisms such as the installation of a sponsor-affiliated board leader, director compensation from service on multiple boards for the sponsor, and control of the director selection process. Furthermore, my examination of closed-end premiums indicates is that the market perceives that the absence of sponsor involvement in the director selection process is a credible signal that new directors are not “hand-picked” by the sponsor and that this attribute is positively priced by the market.

Keywords: closed-end fund; contracting; governance

JEL Classifications:

Top

"The Effect of Managerial Incentives to Bear Risk on Corporate Capital Structure and R&D Investment"
   Jouahn Nam, Richard E. Ottoo, and John H. Thornton Jr.
   Volume 38, No. 1, pp.

In this study we use estimates of the sensitivities of managers’ portfolios to stock return volatility and stock price to directly test the relationship between managerial incentives to bear risk and two important corporate decisions. We find that as the sensitivity of managers’ stock option portfolios to stock return volatility increases firms tend to choose higher debt ratios and make higher levels of R&D investment. These results are even stronger in a sub sample of firms with relatively low outside monitoring. For these firms managerial incentives to bear risk play a particularly pivotal role in determining leverage and R&D investment.

Keywords: managerial incentives; stock options; financing policy; R&D investment; managerial risk aversion

JEL Classifications:

Top

"Why Do IPO Firms Conduct Primary Seasoned Equity Offerings?"
   Maretno Harjoto and John Garen
   Volume 38, No. 1, pp.

This study examines the reason behind the IPO firm’s decision to conduct a primary seasoned equity offering (SEO). First, we develop a two-period model of blockholder incentives starting from the IPO stage. The model suggests that the blockholder has an incentive to conduct a SEO after the IPO when the firm is experiencing growth that was not anticipated at the IPO stage. Using a sample of IPO firms during 1992 to 1997, we find that IPO firms with higher unanticipated positive growth are more likely to conduct a SEO during four years after their IPOs. We find that the firm’s unanticipated shock and growth positively affect the relative size of the firm's seasoned equity offering. We also find that the firm’s risk measure reduces the probability of conducting a SEO and reduces the relative size of a SEO.

Keywords: corporate governance; seasoned equity offering; unanticipated shock

JEL Classifications:

Top

"Why Some Firms Use Collar Offers In Mergers"
   Kathleen P. Fuller
   Volume 38, No. 1, pp.

Collar offers are merger offers using all stock as the method-of-payment that specify a range within which the bidder's price can fluctuate. In this paper the wealth effects associated with collar offers are determined, and cross-sectional regressions are employed to determine if this offer type is a significant determinant of abnormal returns. Results indicate that collar offers are associated with significantly positive abnormal returns for the target firm, even greater than those of firms receiving cash offers, but significantly negative returns for the bidder. These results raise an interesting question: why do some bidders make collar offers? Since the immediate wealth gains are strictly for the target and bidders making collar offers have returns insignificantly different than those making fixed stock offers, bidders must be utilizing collar offers for non-wealth related reasons. Using existing theories regarding the method-of-payment choice, various hypotheses for why firms may make collar offers are presented and tested using a multinomial logit analysis. The choice of collar offers seems to be significantly tied to the relative size of the merger, uncertainty regarding the bidder’s value, and the target’s and bidder’s pre-merger insider ownership percentages.

Keywords: corporate governance; seasoned equity offering; unanticipated shock

JEL Classifications:

Top

"Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk"
   Sie Ting Lau and Thomas H. Mcinish
   Volume 38, No. 1, pp.

Using data for a sample of Malaysian stocks that are traded in both Malaysia and Singapore, we show that the turnover rate (trading volume relative to shares held) is significantly higher in the foreign market than in the domestic market. We also find that ownership of cross-listed shares by foreign investors is not motivated by diversification benefits. Instead, we find that the proportion of a firm’s shares held in Singapore is directly related to the firm’s level of systematic risk.

Keywords: cross listing; turnover; diversification

JEL Classifications:

Top

"Intra-day Behavior of Treasury Sector Index Option Implied Volatilities around Macroeconomic Announcements"
   Andrea J. Heuson and Tie Su
   Volume 38, No. 1, pp.

If option implied volatility is an unbiased, efficient forecast of future return volatility in the underlying asset, then we should be able to predict its path around macroeconomic announcements from responses in cash markets. Regressions show that volatilities rise the afternoon before announcements that move cash markets, and that post-announcement volatilities return to normal as rapidly as cash prices do. Although implied volatilities are predictable, the Treasury options market is efficient since informed traders do not earn arbitrage profits once we account for trading costs.

Keywords:  implied volatility; macroeconomic announcements; market efficiency

JEL Classifications:

Top

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