Corporate bond pricing and ownership heterogeneity

Research output: Contribution to journalArticlepeer-review

Abstract

We examine how heterogeneity in institutional equity ownership affects bondholders. Firms with larger short-term (long-term) institutional ownership are associated with higher (lower) future bond yield spreads. The adverse effect of short-term ownership on bond pricing is driven by issuing firms that have larger financial distress risk and larger equity volatility. The favorable effect of long-term ownership appears to be more systematic. Further, this bond pricing effect is stronger in cases where shareholder rights are relatively weak. Finally, the effect of short (long) horizons is driven by concentrated (diffused) institutional holdings.

Original languageEnglish
Pages (from-to)54-74
Number of pages21
JournalJournal of Corporate Finance
Volume36
DOIs
StatePublished - Feb 1 2016
Externally publishedYes

Bibliographical note

Publisher Copyright:
© 2015 Elsevier B.V.

ASJC Scopus Subject Areas

  • Business and International Management
  • Finance
  • Economics and Econometrics
  • Strategy and Management

Keywords

  • Agency cost of debt
  • G12
  • G32
  • G34
  • Information
  • Institutional investors
  • Investment horizon

Disciplines

  • Business

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