Covid-19: Corporate diversification and post-crash returns.

Yerzhan Tokbolat, Hang Le
Author Information
  1. Yerzhan Tokbolat: Queen's Management School, Belfast, BT9 5EE, UK.
  2. Hang Le: Nottingham University Business School, Nottingham, NG8 1BB, UK.

Abstract

This paper examines the impact of corporate diversification on stock returns during and after the market crash caused by Covid-19. Using regression and survival analyses, we find that diversified firms experience worse returns and slower improvement in stock prices than focused firms. However, diversified firms trading at diversification premium have better returns and faster recovery compared to those trading at discount. Our findings presented here can be relevant to academics and industry professionals in their understanding of the role of corporate diversification in difficult times.

Keywords

References

  1. J financ econ. 2021 Aug;141(2):802-830 [PMID: 34580557]
  2. Int Rev Financ Anal. 2021 Jul;76:101656 [PMID: 36569818]
  3. Financ Res Lett. 2022 Jan;44:102056 [PMID: 36570048]

Word Cloud

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