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Noise Trading and Takeovers

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Author Info
Albert S. Kyle
Jean-Luc Vila

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Abstract

A model of takeovers is investigated in which "noise trading" provides camouflage that makes it possible for a large corporate outsider to purchase enough shares at favorable prices so that takeovers become profitable. Although the model accommodates the possibility of dilution (Grossman and Hart, 1980) and a large incumbent shareholder (Shleifer and Vishny, 1986), neither dilution nor a large incumbent shareholder is necessary for costly takeovers to be profitable. Noise trading tends to encourage costly takeovers that otherwise would not occur and to discourage beneficial takeovers that otherwise would occur.

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Publisher Info
Article provided by The RAND Corporation in its journal RAND Journal of Economics.

Volume (Year): 22 (1991)
Issue (Month): 1 (Spring)
Pages: 54-71
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Handle: RePEc:rje:randje:v:22:y:1991:i:spring:p:54-71

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  1. Burkart, Mike & Gromb, Denis & Panunzi, Fausto, 2005. "Minority Blocks and Takeover Premia," CEPR Discussion Papers 5240, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  2. Rochet, Jean-Charles. & Vila, Jean-Luc., 1991. "Insider trading and market manipulations--existence and uniqueness of equilibrium," Working papers 3318-91., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
  3. Joskow, Paul L & Tirole, Jean, 1999. "Transmission Rights and Market Power on Electric Power Networks I: Financial Rights," CEPR Discussion Papers 2093, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January. [Downloadable!]
  5. Gary Gorton & Matthias Kahl, 1999. "Blockholder Identity, Equity Ownership Structures, and Hostile Takeovers," NBER Working Papers 7123, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. John S. Earle & Csaba Kucsera & Almos Telegdy, 2003. "Ownership Concentration and Corporate Performance on the Budapest Stock Exchange: Do Too Many Cooks Spoil the Goulash?," Staff Working Papers 03-93, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
    Other versions:
  7. Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei. [Downloadable!]
  8. Knittel, Christopher & Wolfram, Catherine & Bushnell, James & Borenstein, Severin, 2006. "Inefficiencies and Market Power in Financial Arbitrage: A Study of California's Electricity Markets," Working Papers 06-30, University of California at Davis, Department of Economics. [Downloadable!]
  9. Mueller, Holger M & Panunzi, Fausto, 2003. "Tender Offers and Leverage," CEPR Discussion Papers 3964, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  10. Barbara G. Katz & Joel Owen, 2000. "The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium," Working Papers 00-01, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
    Other versions:
  11. Gary Gorton & Matthias Kahl, 2001. "The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures," University of California at Los Angeles, Anderson Graduate School of Management 1088, Anderson Graduate School of Management, UCLA. [Downloadable!]
  12. Francesca Cornelli & David D. Li, . "Risk Arbitrage in Takeovers," Rodney L. White Center for Financial Research Working Papers 17-98, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  13. Cornelli, Francesca & Li, David Daokui, 1998. "Risk Arbitrage in Takeovers," CEPR Discussion Papers 2026, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  14. Gary Gorton & Matthias Kahl, 2002. "The Scarcity of Effective Monitors and Its Implications For Corporate Takeovers and Ownership Structures," Center for Financial Institutions Working Papers 02-30, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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