Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach

This paper examines empirically the relationship between the level of disclosure of prospective information and the investment opportunity set for firms in New Zealand. Using a systems (two-stage least squares) approach that explicitly controls for potential endogeneity between disclosure and IOS, w...

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Main Authors: Hossain, Mahmud, Ahmed, K., Godfrey, J.
Format: Journal Article
Published: Wiley-Blackwell Publishing Ltd. 2005
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/46659
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author Hossain, Mahmud
Ahmed, K.
Godfrey, J.
author_facet Hossain, Mahmud
Ahmed, K.
Godfrey, J.
author_sort Hossain, Mahmud
building Curtin Institutional Repository
collection Online Access
description This paper examines empirically the relationship between the level of disclosure of prospective information and the investment opportunity set for firms in New Zealand. Using a systems (two-stage least squares) approach that explicitly controls for potential endogeneity between disclosure and IOS, we find that the level of prospective information disclosure is significantly and positively related to IOS in both specifications in our simultaneous analysis. Further, we document that prospective information disclosure is positively related to firm size and new security offerings, and is not related to inside ownership and firm profitability. IOS is positively impacted by a firm's investments in fixed assets and its profitability. Finally, we find that forward looking disclosure levels are positively related to the proportion of outside directors on the board and negatively related to barriers to entry, but these findings are not robust across alternative model specifications.
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institution Curtin University Malaysia
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publishDate 2005
publisher Wiley-Blackwell Publishing Ltd.
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spelling curtin-20.500.11937-466592017-09-13T14:08:48Z Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach Hossain, Mahmud Ahmed, K. Godfrey, J. voluntary disclosure investment opportunity set New Zealand prospective (forward-looking) information This paper examines empirically the relationship between the level of disclosure of prospective information and the investment opportunity set for firms in New Zealand. Using a systems (two-stage least squares) approach that explicitly controls for potential endogeneity between disclosure and IOS, we find that the level of prospective information disclosure is significantly and positively related to IOS in both specifications in our simultaneous analysis. Further, we document that prospective information disclosure is positively related to firm size and new security offerings, and is not related to inside ownership and firm profitability. IOS is positively impacted by a firm's investments in fixed assets and its profitability. Finally, we find that forward looking disclosure levels are positively related to the proportion of outside directors on the board and negatively related to barriers to entry, but these findings are not robust across alternative model specifications. 2005 Journal Article http://hdl.handle.net/20.500.11937/46659 10.1111/j.0306-686X.2005.00616.x Wiley-Blackwell Publishing Ltd. restricted
spellingShingle voluntary disclosure
investment opportunity set
New Zealand
prospective (forward-looking) information
Hossain, Mahmud
Ahmed, K.
Godfrey, J.
Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title_full Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title_fullStr Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title_full_unstemmed Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title_short Investment Opportunity Set and Voluntary Disclosure of Prospective Information: A Simultaneous Equations Approach
title_sort investment opportunity set and voluntary disclosure of prospective information: a simultaneous equations approach
topic voluntary disclosure
investment opportunity set
New Zealand
prospective (forward-looking) information
url http://hdl.handle.net/20.500.11937/46659