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Review of Financial Studies Vol. 6 No. 4 1993

Bondholder Losses in Leveraged Buyouts

Arthur Warga1; Ivo Welch2

1 University of Wisconsin–Milwaukee · 2 University of California, Los Angeles

Abstract

Announcements of successful leveraged buyouts (LBOs) during January 1985 to April 1989 caused a significantly negative return on outstanding publicly traded nonconvertible bonds. Yet the average risk-adjusted debt holder losses are less than 7 percent of the average risk-adjusted equity holder gains. Bond losses are related to the pre-LBO rating, but only weakly to equity holder gains. We demonstrate that trader-quoted data from a major investment bank offers conclusions about the effects of LBOs on debt holders different from those drawn from commonly used matrix and exchange-based data (such as Standard & Poor’s Bond Guide data). This has important implications for event studies involving debt instruments.

DOI
10.1093/rfs/6.4.959
Volume
6
Issue
4
Pages
959-982
Language
en
Sources
openalex crossref

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