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Testing Strategic Bargaining Models Using Stock Market Data

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Author Info
Joseph S. Tracy

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Abstract

This paper presents three empirical teats of a class of asymmetric information bargaining models using stock market data. The basic idea behind these models is that protracted bargaining can be used to infer information that is privately known by another party to the negotiations. A fundamental implication of these models is that there should be evidence that negotiations result in learning taking place. in the context of union contract negotiations, if bargaining is primarily motivated by the union's uncertainty over the firm's future profitability, then there should be evidence that contract negotiations reduce this uncertainty. This prediction is tested by comparing the variance of the firm's stock price prior to and following a contract negotiation. The data indicate that bargaining results in a significant reduction in this variance. Other predictions of these bargaining models are that the firm's stock price should decline during a strike and increase on the settlement date. The data generally support these predictions with the exception of a decline in the firm's equity value following the settlement of a contract which did not involve a strike.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 2754.

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Date of creation: Nov 1988
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Handle: RePEc:nbr:nberwo:2754

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September. [Downloadable!] (restricted)
  2. Hayes, Beth, 1984. "Unions and Strikes with Asymmetric Information," Journal of Labor Economics, University of Chicago Press, vol. 2(1), pages 57-83, January. [Downloadable!] (restricted)
  3. Sobel, Joel & Takahashi, Ichiro, 1983. "A Multistage Model of Bargaining," Review of Economic Studies, Blackwell Publishing, vol. 50(3), pages 411-26, July. [Downloadable!] (restricted)
  4. Lawrence M. Ausubel & Peter Cramton & Raymond J. Deneckere, 2002. "Bargaining with Incomplete Information," Papers of Peter Cramton 02barg, University of Maryland, Department of Economics - Peter Cramton, revised 12 Mar 2001. [Downloadable!]
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  5. Kennan, John, 1987. "The economics of strikes," Handbook of Labor Economics, in: O. Ashenfelter & R. Layard (ed.), Handbook of Labor Economics, edition 1, volume 2, chapter 19, pages 1091-1137 Elsevier. [Downloadable!] (restricted)
  6. Fudenberg, Drew & Tirole, Jean, 1983. "Sequential Bargaining with Incomplete Information," Review of Economic Studies, Blackwell Publishing, vol. 50(2), pages 221-47, April. [Downloadable!] (restricted)
  7. repec:fth:prinin:215 is not listed on IDEAS
  8. Tracy, Joseph S, 1986. "An Investigation into the Determinants of U.S. Strike Activity," American Economic Review, American Economic Association, vol. 76(3), pages 423-36, June.
  9. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February. [Downloadable!] (restricted)
  10. Sheena McConnell, 1987. "Cyclical Fluctuations in Strike Activity," Working Papers 595, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Peter Cramton & Hamid Mehran & Joseph Tracy, 2008. "ESOP Fables: The Impact of Employee Stock Ownership Plans on Labor Disputes," Papers of Peter Cramton 98wpesop, University of Maryland, Department of Economics - Peter Cramton, revised Sep 2008. [Downloadable!]
    Other versions:
  2. John M. Abowd & George T. Milkovich & John M. Hannon, 1989. "The Effects of Human Resource Management Decisions on Shareholder Value," NBER Working Papers 3148, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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