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Firm Value, Cross-Listing Premium and the Sarbanes-Oxley Act

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Author Info
Marcelo Bianconi
Richard Chen
Abstract

This paper presents empirical evidence on the effects of the Sarbanes-Oxley Act of 2002 on the value of firms and on the cross-listing choice of firms destined to three major markets in North America, Asia and Europe. We use dynamic panel data methods and treatment effects methods to find that Sarbanes-Oxley has had a negative impact on the value of firms worldwide. However, the effect of Sox on the cross-listing decision is positive in the US destination and negative in the Germany destination; and the Hong Kong destination seems to attract cross-listing of firms with lower valuations relative to the US and Germany destination. In terms of the cross-listing decision, the evidence is in favor of crowding in the market where the accounting standards are better, lending support to the signaling and bonding hypotheses of cross-listing choice.

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Paper provided by Department of Economics, Tufts University in its series Discussion Papers Series, Department of Economics, Tufts University with number 0738.

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Date of creation: 2009
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Handle: RePEc:tuf:tuftec:0738

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Related research
Keywords: Cross-listing; Sarbanes-Oxley; dynamic panel data; treatment effects.;

Find related papers by JEL classification:
G0 - Financial Economics - - General
G3 - Financial Economics - - Corporate Finance and Governance

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  1. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Blackwell Publishing, vol. 58(2), pages 277-97, April. [Downloadable!] (restricted)
  2. Stephen R. Foerster & G. Andrew Karolyi, 1999. "The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States," Journal of Finance, American Finance Association, vol. 54(3), pages 981-1013, 06. [Downloadable!] (restricted)
  3. Akhigbe, Aigbe & Martin, Anna D., 2006. "Valuation impact of Sarbanes-Oxley: Evidence from disclosure and governance within the financial services industry," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 989-1006, March. [Downloadable!] (restricted)
  4. Zhang, Ivy Xiying, 2007. "Economic consequences of the Sarbanes-Oxley Act of 2002," Journal of Accounting and Economics, Elsevier, vol. 44(1-2), pages 74-115, September. [Downloadable!] (restricted)
  5. Hon, Mark T. & Strauss, Jack K. & Yong, Soo-Keong, 2007. "Deconstructing the Nasdaq bubble: A look at contagion across international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 213-230, July. [Downloadable!] (restricted)
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This page was last updated on 2009-11-18.


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