Spillover effect upon a labor event: an empirical analysis for the Spanish continuous market

The aim of this paper is to analyse the reaction of the stock prices of competing companies to the signature of a fi rm-level collective agreement. Considering that this type of agreement slants to the rise the wages of these fi rms with respect to those of the sector, we have found empirical eviden...

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Detalles Bibliográficos
Autores: Sabater Marcos, Ana María, Laffarga Briones, Joaquina
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2008
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/33859
Acceso en línea:http://hdl.handle.net/11441/33859
https://doi.org/10.1080/02102412.2008.10779654
Access Level:acceso abierto
Palabra clave:Efecto Industria
Negociación Colectiva
Rentabilidades Anormales
Competencia
Spillover Effect
Collective Bargaining
Abnormal Returns
Competition
Descripción
Sumario:The aim of this paper is to analyse the reaction of the stock prices of competing companies to the signature of a fi rm-level collective agreement. Considering that this type of agreement slants to the rise the wages of these fi rms with respect to those of the sector, we have found empirical evidence that, for the Spanish Market, a fi rm-level agreement incorporates information that could be negatively considered by the investors of the companies which sign own agreement. This would entail a sale of the affected titles whose price would then fall. This paper analyses whether this event affects the stock price of competing companies, that is, whether a spillover effect exist. The arrival of the new information inherent in the signature of the agreement could have a different effect on competing companies based on the type of competition in their industry. The general results of this paper confi rm the spillover effect, although different reactions are observed depending on the industry to which the company belongs and their level of concentration.