To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies

This work provides empirical evidence on corporate hedging strategy in relation to the recent global financial crisis using non survey data. This research will facilitate a greater understanding of how the financial crisis impacted hedging strategies in modern day risk management practice. Data on h...

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Main Author: Thompson, Daniel
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2010
Online Access:https://eprints.nottingham.ac.uk/24073/
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author Thompson, Daniel
author_facet Thompson, Daniel
author_sort Thompson, Daniel
building Nottingham Research Data Repository
collection Online Access
description This work provides empirical evidence on corporate hedging strategy in relation to the recent global financial crisis using non survey data. This research will facilitate a greater understanding of how the financial crisis impacted hedging strategies in modern day risk management practice. Data on hedging activity was obtained via the FAME database and from the disclosures made in the financial statement footnotes of 205 non-financial firms subject to UK accounting standards. Based on the empirical evidence I draw the following conclusions: evidence uniformly supports the economies of scale theories; evidence is mixed with respect to the financial distress and underinvestment theories and evidence is inconsistent with the hedging substitute’s theory. In addition, evidence indicates an increase in hedging activity during the period of the financial crisis, specifically in regards to the mines, metals and minerals, and oil and gas industries, arguably due to events of the global financial crisis.
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spelling nottingham-240732018-03-04T15:37:40Z https://eprints.nottingham.ac.uk/24073/ To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies Thompson, Daniel This work provides empirical evidence on corporate hedging strategy in relation to the recent global financial crisis using non survey data. This research will facilitate a greater understanding of how the financial crisis impacted hedging strategies in modern day risk management practice. Data on hedging activity was obtained via the FAME database and from the disclosures made in the financial statement footnotes of 205 non-financial firms subject to UK accounting standards. Based on the empirical evidence I draw the following conclusions: evidence uniformly supports the economies of scale theories; evidence is mixed with respect to the financial distress and underinvestment theories and evidence is inconsistent with the hedging substitute’s theory. In addition, evidence indicates an increase in hedging activity during the period of the financial crisis, specifically in regards to the mines, metals and minerals, and oil and gas industries, arguably due to events of the global financial crisis. 2010-09-24 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/24073/1/Dissertation_Whole.pdf Thompson, Daniel (2010) To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Thompson, Daniel
To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title_full To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title_fullStr To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title_full_unstemmed To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title_short To Hedge or Not to Hedge: The Impact of the Global Financial Crisis on Corporate Hedging Strategy in FTSE 350 Companies
title_sort to hedge or not to hedge: the impact of the global financial crisis on corporate hedging strategy in ftse 350 companies
url https://eprints.nottingham.ac.uk/24073/