• Media type: E-Book
  • Title: Abandon ship : deferred compensation and risk-taking incentives in bad times
  • Contributor: Cambrea, Domenico Rocco [Author]; Colonnello, Stefano [Author]; Curatola, Giuliano [Author]; Fantini, Giulia [Author]
  • Published: Frankfurt am Main: SAFE, Sustainable Architecture for Finance in Europe, May 23, 2017
  • Published in: SAFE working paper ; 160
  • Issue: This draft: May 23, 2017
  • Extent: 1 Online-Ressource (circa 48 Seiten); Illustrationen
  • Language: English
  • DOI: 10.2139/ssrn.2884600
  • Identifier:
  • Keywords: Arbeitspapier ; Graue Literatur
  • Origination:
  • Footnote: Datei gelöscht auf Wunsch der herausgebenden Institution
  • Description: We develop a model that endogenizes the manager's choice of firm risk and of deferred compensation investment strategy. Our model delivers two predictions. First, managers have an incentive to reduce the correlation between deferred compensation and company stock in bad times. Second, managers that reduce such a correlation take on more risk in bad times. Using a sample of U.S. public firms, we provide evidence consistent with the model's predictions. Our results suggest that the weaker link between deferred compensation and company stock in bad times does not translate into a mitigation of debt-equity conflicts.
  • Access State: Open Access