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Soft Budget Constraint and Stock Price Information

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Author Info
Antoine Faure-Grimaud ()
Abstract

This article investigates the ability of regulatory agencies to keep firms to fixed budgets. The budget implemented at an interim date is always superior to the one efficient ex ante, since, at the interim stage, regulators do not internalize the disincentive effect of their intervention on firms effort. Budget constraints are more or less soft according to the information available to regulators. The ability of financial markets to generate information is endogenized. It is shown that stock-price information may increase the softness of the budget constraint, decrease firms incentives to exert effort and may reduce social welfare. It also appears that the softness of these constraints depends on the type of claims used to finance initial investments. A straightforward application of the model sheds light on the privatisation decision.

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Paper provided by Financial Markets Group in its series FMG Discussion Papers with number dp251.

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Date of creation: Nov 1996
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Handle: RePEc:fmg:fmgdps:dp251

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  1. Maskin, Eric & Xu, Cheng-Gang, 2001. "Soft Budget Constraint Theories: From Centralization to the Market," CEPR Discussion Papers 2715, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Eric S. Maskin, 1999. "Recent Theoretical Work on the Soft Budget Constraint," American Economic Review, American Economic Association, vol. 89(2), pages 421-425, May. [Downloadable!] (restricted)
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