The impact of stringent insider trading laws and institutional quality on cost of capital

This paper examines the effects of interaction between stringent insider trading laws, institutional quality and equity portfolio allocation on the cost of capital. Using a dataset drawn from 44 countries over the period from 2001 to 2015, we find that stringent insider trading laws interact with in...

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Main Authors: Kwabi, Frank O., Boateng, Agyenim, Adegbite, Emmanuel
Format: Article
Language:English
Published: Elsevier 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/55100/
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author Kwabi, Frank O.
Boateng, Agyenim
Adegbite, Emmanuel
author_facet Kwabi, Frank O.
Boateng, Agyenim
Adegbite, Emmanuel
author_sort Kwabi, Frank O.
building Nottingham Research Data Repository
collection Online Access
description This paper examines the effects of interaction between stringent insider trading laws, institutional quality and equity portfolio allocation on the cost of capital. Using a dataset drawn from 44 countries over the period from 2001 to 2015, we find that stringent insider trading laws interact with institutional quality and foreign equity portfolio allocation to reduce the country-level cost of capital. Further analysis from a quasi-natural experiment based on the 2008–2009 global financial crisis suggests that the findings are robust to endogeneity. Our results imply that the enactment of stringent insider trading laws and their interplay with the quality of institutions are not only important to portfolio investment allocation decisions but reduce the country-level cost of capital.
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spelling nottingham-551002020-01-22T04:30:16Z https://eprints.nottingham.ac.uk/55100/ The impact of stringent insider trading laws and institutional quality on cost of capital Kwabi, Frank O. Boateng, Agyenim Adegbite, Emmanuel This paper examines the effects of interaction between stringent insider trading laws, institutional quality and equity portfolio allocation on the cost of capital. Using a dataset drawn from 44 countries over the period from 2001 to 2015, we find that stringent insider trading laws interact with institutional quality and foreign equity portfolio allocation to reduce the country-level cost of capital. Further analysis from a quasi-natural experiment based on the 2008–2009 global financial crisis suggests that the findings are robust to endogeneity. Our results imply that the enactment of stringent insider trading laws and their interplay with the quality of institutions are not only important to portfolio investment allocation decisions but reduce the country-level cost of capital. Elsevier 2018-07-22 Article PeerReviewed application/pdf en cc_by_nc_nd https://eprints.nottingham.ac.uk/55100/1/Insider%2014638.pdf Kwabi, Frank O., Boateng, Agyenim and Adegbite, Emmanuel (2018) The impact of stringent insider trading laws and institutional quality on cost of capital. International Review of Financial Analysis . ISSN 1057-5219 Insider trading laws; Cost of capital; Foreign equity allocation; Institutional quality http://dx.doi.org/10.1016/j.irfa.2018.07.011 doi:10.1016/j.irfa.2018.07.011 doi:10.1016/j.irfa.2018.07.011
spellingShingle Insider trading laws; Cost of capital; Foreign equity allocation; Institutional quality
Kwabi, Frank O.
Boateng, Agyenim
Adegbite, Emmanuel
The impact of stringent insider trading laws and institutional quality on cost of capital
title The impact of stringent insider trading laws and institutional quality on cost of capital
title_full The impact of stringent insider trading laws and institutional quality on cost of capital
title_fullStr The impact of stringent insider trading laws and institutional quality on cost of capital
title_full_unstemmed The impact of stringent insider trading laws and institutional quality on cost of capital
title_short The impact of stringent insider trading laws and institutional quality on cost of capital
title_sort impact of stringent insider trading laws and institutional quality on cost of capital
topic Insider trading laws; Cost of capital; Foreign equity allocation; Institutional quality
url https://eprints.nottingham.ac.uk/55100/
https://eprints.nottingham.ac.uk/55100/
https://eprints.nottingham.ac.uk/55100/