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Does Weak Governance Cause Weak Stock Returns? An Examination of Firm Operating Performance and Investors' Expectations

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Author Info
JOHN E. CORE
WAYNE R. GUAY
TJOMME O. RUSTICUS
Abstract

We investigate Gompers, Ishii, and Metrick's (2003) finding that firms with weak shareholder rights exhibit significant stock market underperformance. If the relation between poor governance and poor returns is causal, we expect that the market is negatively surprised by the poor operating performance of weak governance firms. We find that firms with weak shareholder rights exhibit significant operating underperformance. However, analysts' forecast errors and earnings announcement returns show no evidence that this underperformance surprises the market. Our results are robust to controls for takeover activity. Overall, our results do not support the hypothesis that weak governance causes poor stock returns. Copyright 2006 by The American Finance Association.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1540-6261.2006.00851.x
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Publisher Info
Article provided by American Finance Association in its journal The Journal of Finance.

Volume (Year): 61 (2006)
Issue (Month): 2 (04)
Pages: 655-687
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Handle: RePEc:bla:jfinan:v:61:y:2006:i:2:p:655-687

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  1. Christopher F. Baum & Atreya Chakraborty & Boyan Liu, 2008. "The Impact of Macroeconomic Uncertainty on Firms' Changes in Financial Leverage," Boston College Working Papers in Economics 688, Boston College Department of Economics. [Downloadable!]
  2. Gianni De Nicoló & Luc Laeven & Kenichi Ueda, 2007. "Corporate Governance Quality: Trends and Real Effects," IMF Working Papers 06/293, International Monetary Fund. [Downloadable!]
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  3. Chhaochharia, Vidhi & Laeven, Luc, 2007. "The Invisible Hand in Corporate Governance," CEPR Discussion Papers 6256, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Jackie Krafft & Jacques-Laurent Ravix, 2008. "Corporate governance in advanced economies: lessons in a post financial crash era Introduction to the Special Issue," Post-Print hal-00332737_v1, HAL. [Downloadable!]
    Other versions:
  5. Giroud, Xavier & Mueller, Holger M, 2008. "Corporate Governance, Product Market Competition, and Equity Prices," CEPR Discussion Papers 6974, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. Holm, Claus & Schøler, Finn, 2008. "Reduction of Asymmetric Information through Corporate Governance Mechanisms : The Importance of Ownership Dispersion and International," Accounting Research Center Working Papers A-2008-02, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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