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The Effect of Insider Trading on Insiders' Reaction to Opportunities to 'Waste' Corporate Value

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Lucian Arye Bebchuk
Chaim Fershtman

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Abstract

This paper analyzes certain effects of insider trading on the principal-agent problem in corporations. Specifically, we focus on those managerial choices that confront managers with the need to decide between options that produce different corporate value but do not differ in the managerial effort involved. In the absence of insider trading, and as long as managers' salaries are positively correlated with their firm's results, managers will make such choices efficiently, and consequently such choices have previously received little attention. We show that, in the presence of insider trading, managers may make such choices inefficiently. With such trading, managers might elect to have a lower corporate value-that is, they may "waste" corporate value-because having such a value might enable them to make greater trading profits. We analyze the conditions under which the problem we identify is likely to arise and the factors that determine its severity. We also identify those restrictions on insider trading that can eliminate this problem.

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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 889.

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Date of creation: May 1990
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Handle: RePEc:nwu:cmsems:889

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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. Lucian Arye Bebchuk & Chaim Fershtman, 1990. "The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects," Discussion Papers 897, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  2. Mirman, Leonard J & Samuelson, Larry, 1989. "Information and Equilibrium with Inside Traders," Economic Journal, Royal Economic Society, vol. 99(395), pages 152-67, Supplemen. [Downloadable!] (restricted)
  3. Finnerty, Joseph E, 1976. "Insiders and Market Efficiency," Journal of Finance, American Finance Association, vol. 31(4), pages 1141-48, September. [Downloadable!] (restricted)
  4. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March. [Downloadable!] (restricted)
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  5. Dye, Ronald A, 1984. "Inside Trading and Incentives," Journal of Business, University of Chicago Press, vol. 57(3), pages 295-313, July. [Downloadable!] (restricted)
  6. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-35, November. [Downloadable!] (restricted)
  7. Laffont, Jean-Jacques & Maskin, Eric S, 1990. "The Efficient Market Hypothesis and Insider Trading on the Stock Market," Journal of Political Economy, University of Chicago Press, vol. 98(1), pages 70-93, February. [Downloadable!] (restricted)
  8. Seyhun, H. Nejat, 1986. "Insiders' profits, costs of trading, and market efficiency," Journal of Financial Economics, Elsevier, vol. 16(2), pages 189-212, June. [Downloadable!] (restricted)
  9. Jaffe, Jeffrey F, 1974. "Special Information and Insider Trading," Journal of Business, University of Chicago Press, vol. 47(3), pages 410-28, July. [Downloadable!] (restricted)
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(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. Laura Nyantung Beny, 2005. "Do Insider Trading Laws Matter? Some Preliminary Comparative Evidence," William Davidson Institute Working Papers Series wp741, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  2. Lucian Arye Bebchuk & Chaim Fershtman, 1991. "The Effects of Insider Trading on Insiders' Choice Among Risky Investment Projects," NBER Technical Working Papers 0096, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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