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Synchronicity and firm interlocks in an emerging market

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Author Info
Khanna, Tarun
Thomas, Catherine
Abstract

Stock price synchronicity has been attributed to poor corporate governance and a lack of firm-level transparency. This paper investigates the association between different kinds of firm interlocks, control groups, and synchronicity in Chile. A unique data set containing equity cross-holdings, common individual owners, and director interlocks is used to map out firm ties and control groups. While there is a correlation between synchronicity and share ownership and equity ties, synchronicity is more strongly correlated with interlocking directorates. The presence of share directors is associated with either reduced firm-level transparency or increased correlation in firm fundamentals--due, for example, to joint resource allocation across the firms.

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File URL: http://www.sciencedirect.com/science/article/B6VBX-4VBMNJS-1/2/18ed2c3498a0430b965d4edf39b4c10d
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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 92 (2009)
Issue (Month): 2 (May)
Pages: 182-204
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Handle: RePEc:eee:jfinec:v:92:y:2009:i:2:p:182-204

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Web page: http://www.elsevier.com/locate/inca/505576

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Related research
Keywords: Information and market efficiency International financial markets Latin America;

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This page was last updated on 2009-12-30.


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