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How Does Law Affect Finance? An Empirical Examination of Tunneling in an Emerging Market

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Author Info
Vladimir Atanasov ()
Conrad S. Ciccotello ()
Stanley B. Gyoshev ()
Abstract

This paper documents that law affects finance in emerging markets through the methods used by controlling shareholders to “tunnel” wealth out of the firm. We find that Bulgarian securities law enabled financial tunneling via dilution and freeze-out tender offers. During the period 1999- 2001, about two-thirds of the 1,040 firms on the Bulgarian Stock Exchange were delisted. Freeze-out tender offers for minority shares averaged about 25% of the shares’ intrinsic value. Bulgarian securities law changes in 2002 made financial tunneling more costly for controlling shareholders. Subsequent increases in stock market valuations and liquidity suggest that controlling shareholders have shifted from financial tunneling to less value-destroying methods, such as transfer pricing, to extract wealth from firms.

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File URL: http://www.wdi.umich.edu/files/Publications/WorkingPapers/wp742.pdf
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Paper provided by William Davidson Institute at the University of Michigan Stephen M. Ross Business School in its series William Davidson Institute Working Papers Series with number wp742.

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Date of creation: 01 Jan 2005
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Handle: RePEc:wdi:papers:2005-742

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Related research
Keywords: Tunneling freeze-out controlling shareholders appraisal rights preemptive rights

Find related papers by JEL classification:
G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
K22 - Law and Economics - - Regulation and Business Law - - - Corporation and Securities Law

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  1. Jeffrey Miller, 2006. "Evaluation of Mass Privatization in Bulgaria," William Davidson Institute Working Papers Series wp814, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  2. Jeffrey Miller, 2006. "Evolution of Mass Privatization in Bulgaria," Working Papers 06-10, University of Delaware, Department of Economics. [Downloadable!]
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