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Review of Financial Studies Vol. 25 No. 11 2012

Cross-Listing, Investment Sensitivity to Stock Price, and the Learning Hypothesis

Thierry Foucault1; Laurent Frésard2

1 HEC Paris · 2 University of Maryland - Robert H. Smith School of Business

Abstract

Cross-listed firms in the United States have a higher investment-to-price sensitivity than do firms that never cross-list. This difference is strong, does not exist prior to the cross-listing date, and does not vanish afterward. Moreover, it does not appear to be primarily driven by improvements in governance, disclosure, and access to capital associated with a U.S. cross-listing. Instead, we argue that a cross-listing enhances managers' reliance on stock prices because it makes stock prices more informative to them. Consistent with this explanation, U.S. cross-listings that are more likely to strengthen the informativeness of stock prices for managers feature a higher investment-to-price sensitivity. The Author 2012. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: [email protected]., Oxford University Press.

DOI
10.1093/rfs/hhs093
Volume
25
Issue
11
Pages
3305-3350
Language
en
Sources
crossref openalex

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