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Shareholder Value or Competitive Advantage? Evidence from Hurdle Rates

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Author Info
Ciaran Driver (Imperial College)
Paul Temple (University of Surrey)

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Abstract

Economic theory suggests several plausible reasons why firms may employ hurdle rates for capital investment appraisal that differ from discount rates. Using a sample of business units from the PIMS data bank of North American companies we find that hurdle rates are frequently below and also frequently above matched data on discount rates. Using multinomial logit analysis we find that variables representing the opportunity for strategic investment or the motivation for such investment increase the probability of managerial or strategic behaviour. We also find evidence for an irreversibility effect.

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File URL: http://www.econ.surrey.ac.uk/discussion_papers/2004/DP01-04.pdf
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Publisher Info
Paper provided by Department of Economics, University of Surrey in its series Department of Economics Discussion Papers with number 0104.

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Length: 26 pages
Date of creation: Jan 2004
Date of revision:
Handle: RePEc:sur:surrec:0104

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Related research
Keywords: Hurdle rate Investment Strategy Governance PIMS database Multinomial logit

Find related papers by JEL classification:
G3 - Financial Economics - - Corporate Finance and Governance
L2 - Industrial Organization - - Firm Objectives, Organization, and Behavior
L6 - Industrial Organization - - Industry Studies: Manufacturing
E22 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity

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This page was last updated on 2008-8-18.


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