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Voluntary disclosure and risk sharing

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Author Info
Suijs, J. (Tilburg University, Center for Economic Research)
Abstract

This paper analyzes the disclosure strategy of firms that face uncertainty regarding the investor's response to a voluntary disclosure of the firm's private information. This paper distinguishes itself from the existing disclosure literature in that firms do not use voluntary disclosures to separate themselves from the less profitable firms. Here, voluntary disclosures are used to redistribute risk. It is shown that in a partial disclosure equilibrium, a firm discloses relatively bad news and withholds relatively good news. The reason for nondisclosure is that a firm is not willing to risk a negative response by the investor. However, if private information is relatively bad, nondisclosure imposes such a high risk on the investor, that he invests most of his capital in investment opportunities other than the firm. In that case, the firm is better off by disclosing its private information as this reduces the risk of the investor and increases the expected investment in the firm.

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 90.

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Date of creation: 2001
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Handle: RePEc:dgr:kubcen:200190

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Web page: http://center.uvt.nl

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Related research
Keywords: risk sharing; voluntary disclosure;

Find related papers by JEL classification:
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information
M41 - Business Administration and Business Economics; Marketing; Accounting - - Accounting - - - Accounting

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Leland, Hayne E & Pyle, David H, 1977. "Informational Asymmetries, Financial Structure, and Financial Intermediation," Journal of Finance, American Finance Association, vol. 32(2), pages 371-87, May. [Downloadable!] (restricted)
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  2. Dye, Ronald A, 1986. "Proprietary and Nonproprietary Disclosures," Journal of Business, University of Chicago Press, vol. 59(2), pages 331-66, April. [Downloadable!] (restricted)
  3. Verrecchia, Robert E., 1983. "Discretionary disclosure," Journal of Accounting and Economics, Elsevier, vol. 5(1), pages 179-194, April. [Downloadable!] (restricted)
  4. Grossman, Sanford J, 1981. "The Informational Role of Warranties and Private Disclosure about Product Quality," Journal of Law & Economics, University of Chicago Press, vol. 24(3), pages 461-83, December.
  5. Wagenhofer, Alfred, 1990. "Voluntary disclosure with a strategic opponent," Journal of Accounting and Economics, Elsevier, vol. 12(4), pages 341-363, March. [Downloadable!] (restricted)
  6. Paul R. Milgrom, 1981. "Good News and Bad News: Representation Theorems and Applications," Bell Journal of Economics, The RAND Corporation, vol. 12(2), pages 380-391, Autumn. [Downloadable!] (restricted)
    Other versions:
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