The relationship insurance role of financial conglomerates: Evidence from earnings announcements
Document Type
Article
Publication Date
10-1-2019
Abstract
This paper uses earnings announcements to analyze the trading behavior and associated price impacts of institutions that have a lending or underwriting relationship with client firms and also hold client firms' shares. Buying support from relationship institutions mitigates the negative impact of earnings surprises on client firms' stock prices, predicts subsequent negative earnings surprises, and is also associated with less selling by independent institutions holding the same firms' shares. Price reactions for firms without relationship institutions are significantly larger. Price support from relationship institutions appears to help resolve uncertainty accompanying clients' temporary earnings shocks, thus reducing noise in the capital markets.
Publication Source (Journal or Book title)
Journal of Corporate Finance
First Page
505
Last Page
527
Recommended Citation
Chen, J., Sanger, G., & Song, W. (2019). The relationship insurance role of financial conglomerates: Evidence from earnings announcements. Journal of Corporate Finance, 58, 505-527. https://doi.org/10.1016/j.jcorpfin.2019.06.006