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文章基本信息

  • 标题:On the Pricing of Corporate Value under Information Asymmetry
  • 本地全文:下载
  • 作者:Takashi Shibata
  • 期刊名称:The Kyoto Economic Review
  • 印刷版ISSN:1349-6786
  • 电子版ISSN:1349-6778
  • 出版年度:2004
  • 卷号:73
  • 期号:2
  • 页码:87-107
  • DOI:10.11179/ker.73.87
  • 语种:English
  • 出版社:Graduate School of Economics, Kyoto University
  • 摘要:

    This paper examines the corporate value of a decentralized firm in the presence of principal-agent conflicts due to information asymmetries. When owners delegate the management to managers, contracts must be designed to provide incentive for managers to truthfully reveal private information. Using a contingent claims approach, we demonstrate that an underlying option value of the firm can be decomposed into two components: a manager’s option and an owner’s option. The value of a decentralized firm is lower than that of an owner-managed firm. In particular, the implied manager’s decisions in a decentralized firm differ significantly from those in an owner-managed firm.

  • 关键词:option pricing;principal-agent conflicts;information asymmetries
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