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Record W1535177344

Stock Price Performance for Corporate Focus Strategy in Chile

2000· article· en· W1535177344 on OpenAlexaff
Guillermo José Yanez

Bibliographic record

VenueSSRN Electronic Journal · 2000
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFirm Innovation and Growth
Canadian institutionsHEC Montréal
Fundersnot available
KeywordsDiversification (marketing strategy)RestructuringDivestmentShareholder valueFinancial economicsPortfolioEquity (law)ShareholderBusinessAbnormal returnEconomicsEvent studyShare priceCorporate governanceFinanceMarketingStock exchange
DOInot available

Abstract

fetched live from OpenAlex

The following event study analyzes the effect on the value of the firm's equity of the adoption of a corporate focus strategy in contrast to a diversification strategy. Apparently in accordance with Markowitz's (1952) portfolio theory, companies have adopted the diversifying strategy as their maxim at the time they defined their growing strategy. From the early sixties, huge American corporations as ITT or AT&T made of his incorporating a great quantity of non-related businesses, under the basic assumption that diversification was a value-creation strategy. In Chile, in the late seventies and eighties, the evidence was very similar as financial conglomerates like Angelini or Luksic, attempted to keep under their holding structure many different subsidiaries in the most diverse business areas. Nevertheless, there is no theoretic or empirical evidence that suggests categorically that diversification would create value for a firm or furthermore would increase shareholder wealth. The rationale under portfolio theory is that diversification would reduce unsystematic risk, but would there be any reason for the market to place a premium to those firms who actively diversify if investors are capable to build a diversified portfolio by themselves? This paper will test the hypothesis of value-creation of a corporate focus strategy, verifying the null hypothesis as the absence of abnormal return for shareholders after a restructuring that increases the company's focus degree. Although there is no statistically significant evidence, the tests suggest a relatively small positive abnormal return for the firm that engages in divestitures programs in Chile . I will also appraise this shareholder wealth effect. This conclusion would be consistent with most evidence in overseas. See for example, Alexander, Benson & Kampmeyer (1984), Klein (1986), Comment & Jarrell (1995) or Lang, Poulsen & Stulz (1995), among others. In the first section of this paper we can find the most relevant evidence referred to corporate focus in the last decades. In the second section, I review the theoretical and empirical evidence on corporate focus and diversification, understanding focus as divestitures, spin-offs, split-offs, split-ups or equity carve-outs and the effect of the adoption of such strategies on shareholder wealth. In section three, I discuss the main techniques for measuring corporate focus, such as the Breakup 100 model or the most popular Herfindahl-Hirshman index. In section IV, I expose the determination of the estimated betas for the firms in the sample using the statistical market model and the adjusted market model for unsynchronous transactions with Dimson (1979). In section five, I discuss the results measured as positive abnormal return after the announcement of the adoption of a corporate focus strategy and, finally, I discuss the conclusions.

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How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.010
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0060.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.028
GPT teacher head0.214
Teacher spread0.187 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations0
Published2000
Admission routes1
Has abstractyes

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