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Journal of Financial Economics Vol. 138 No. 1 2020

The timing and consequences of seasoned equity offerings: A regression discontinuity approach

Amy Dittmar1,2; Ran Duchin3; Shuran Zhang4

1 University of Michigan–Ann Arbor · 2 Ross School · 3 University of Washington · 4 Hong Kong Polytechnic University

open access

Abstract

The likelihood of seasoned equity offerings (SEOs) jumps discontinuously when the stock price equals the most recent equity offer price. Anchoring on the last offer price holds after considering executive turnovers, stock splits, earnings management, or dividend adjustments. Using a fuzzy regression discontinuity design around this cutoff, which exploits local randomness in stock prices, we investigate the consequences of anchoring in SEOs. We find significant increases in cash holdings and acquisitions of lower quality, with no real effects on investment or employment. Overall, we provide some of the cleanest estimates, to date, of the timing and causal effects of SEOs.

DOI
10.1016/j.jfineco.2020.04.017
Volume
138
Issue
1
Pages
254-276
Language
en
Sources
crossref bibtex:phds-export.bib openalex

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