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Wealth Transfer or Wealth Destruction: Can Contingent-Claims Analysis Explain the Conglomerate Discount?

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Author Info
Philipp N. Baecker () (Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen)
Gunnar Grass () (Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen)

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Abstract

Using US stock market panel data from 1999 to 2004 we examine the relationship between diversification effects predicted by the classic Merton (1970) model of capital structure on the one hand and the conglomerate discount resulting from comparable company analysis as initially proposed by Berger and Ofek (1995) on the other. Improving upon previous research, the explicit calculation of equity values by means of contingent-claims analysis allows us to capture the non-linear relationship predicted by theory in a random-effects regression model. Results support the hypothesis put forth by Mansi and Reeb (2002), according to which part of the observed discount is actually due to a transfer of wealth from shareholders to bondholders, in other words "reverse asset substitution." However, for the majority of firms in the sample, the destruction of shareholder value induced by risk reduction is much lower than commonly expected. Firms and investors alike should therefore be cautioned against attributing significant discounts to financial effects detached from underlying economic issues alone.

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Publisher Info
Paper provided by Department of Finance and Accounting, EUROPEAN BUSINESS SCHOOL (ebs), International University Schloß Reichartshausen in its series ebs Working Papers on Finance and Accounting with number 070101.

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Length: 17 pages
Date of creation: 10 Jan 2007
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Handle: RePEc:ebs:finacc:070101

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Related research
Keywords: contingent-claims analysis; diversification; conglomerate discount; reverse asset substitution;

Find related papers by JEL classification:
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Investment Policy

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. John R. Graham & Michael L. Lemmon & Jack G. Wolf, 2002. "Does Corporate Diversification Destroy Value?," Journal of Finance, American Finance Association, vol. 57(2), pages 695-720, 04. [Downloadable!] (restricted)
  2. Itzhak Ben-David & John R. Graham & Campbell R. Harvey, 2007. "Managerial Overconfidence and Corporate Policies," NBER Working Papers 13711, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
  4. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-70, May. [Downloadable!] (restricted)
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  5. Belén Villalonga, 2004. "Does Diversification Cause the "Diversification Discount"?," Financial Management, Financial Management Association, vol. 33(2), Summer.
  6. Berger, Philip G. & Ofek, Eli, 1995. "Diversification's effect on firm value," Journal of Financial Economics, Elsevier, vol. 37(1), pages 39-65, January. [Downloadable!] (restricted)
  7. Sattar A. Mansi & David M. Reeb, 2002. "Corporate Diversification: What Gets Discounted?," Journal of Finance, American Finance Association, vol. 57(5), pages 2167-2183, October. [Downloadable!] (restricted)
  8. Jose Manuel Campa & Simi Kedia, 2002. "Explaining the Diversification Discount," Journal of Finance, American Finance Association, vol. 57(4), pages 1731-1762, 08. [Downloadable!] (restricted)
    Other versions:
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