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Journal of Financial Economics Vol. 26 No. 2 1990

The role of financial innovation in raising capital Evidence from deep discount debt offers

Raj Varma1,2; Donald R. Chambers1,2

1 University of Baltimore · 2 University of Delaware

Abstract

We investigate the market's reaction to original-issue deep discount (OID) bonds, which are issued at prices well below par and with coupons set below the market rate. Until July 1982 OID debt offered large tax advantages. Before that date stock-price responses to announcements of OID debt are significantly positive, in contrast to the negative, albeit insignificant, responses associated with par debt announcements. No stock-price gains are observed for OID debt issued after the tax advantages are removed. We conclude that in 1981–82 opportunities provided by financial innovation offset the negative information effects typically associated with debt-financing announcements.

DOI
10.1016/0304-405x(90)90007-m
Volume
26
Issue
2
Pages
289-298
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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