.,,, / ;.
л.,.,, (. Manne, 1965; 1967).,,,,.,,.
,,,, ;
( л).
, л ; ( 3),., 3 (л).,. 7 л (discipline of last resort) Ц. Fama, 1980, p. 295.
,,, л - ,, (.,, Jensen, 1986) / (earnings per share) Ц. Bhagat, Shleifer, Vishny, 1990. л,.
,, 4.
,,, (.
Schwert, 1999).,.
Ц,. 80-. л: -, (-) Ц. Comment, Jarrel, 1987. л (takeovers made in heaven).
4., 80-.
, (Murphy, 1985); л. 1980.
20%, (chief executive officer), - (Hall, Liebman, 1998)..., 80-. : 1000.,, 5 (Jensen, Murphy, 1990).
8 (л), ; 80-. л (лhubris theory) Ц. Roll, 1986.,,.
: л,,,.,. (, л,,,,.,., ).
,, (.
Fama, 1970; 1991):,, (). -.
,,.,, л. л, q - (..,,, ).,, л .
л. л - (, hubris theory, 9 ) л, ( ),, ;.
. ().,.
,.,.
.,, (Klein, Crawford, Alchian, 1978).,. (economies of scale).
. :, Ц, Ц.
, (.,, Scott, 1977),, л (,,, ),..,,, 5.
,, л л (tax shield),.
Stapleton, 1982.
.,,.
,. л, (.,, Chung, Weston, 1982).
.
, (stakeholders) Ц,,,.,,,,,,,,,,.,, (. Shleifer, Summers, 1988),,,.
, (signalling)., -. ;,. л, (лsitting on a gold mine) Ц. Bradley, Desai, Kim, 1983; 1988.
., (Ross, 1977)., ;
,,.
.,, (. Holmstrm, Tirole, 1993; Tirole, 1999)..
..-., :,.., (.
Bolton, von Thadden, 1998).
,,,,.. (. 1.3 1.4),, (, split-off IPO).
(agency problems). (Jensen, Meckling, 1976), ;.
, ( )., (,..).
,,.
()., (л ). л ;., (sell-off) (divestiture) -, 6.
,,,, л.
.:
,, (. M.Jensen, 1986; 1988).,,.
, л .
,.
.,, л.,,.
1.3.
.,,,.,, :
()., Ц.
,, (.,, Moody, 1904),.,, :, 12 60-. (Mller, Hochreiter, 1976).,,, -,,.
,..,,,,. л,.
., - л,,,.
(л ),.,. merging for monopoly, 20-. merging for oligopoly (. Stigler, 1950).
:, л (equity carve-outs). л ,,,.
1.2. Влияние слияний и поглощений на эффективность хозяйственных операций: некоторые результаты эмпирических исследований., 663 (1962Ц1985.),, 60-.
19%, 70- - 35% 80-. - 30% (Jarrel, Brickley, Netter, 1988, p. 51); (Bradley, Desai, Kim, 1988).
,,,, ;.
:., 1984.
NASDAQ 10 19%, - 10,7% (Asquit, 1988).
,, ; Ц.,, л, (лwinnerТs curse) Ц. Giliberto, Varaiya, 1989.
, -,.
, ;,, 7.
.,,, -.
.. 13,.,, -, 4% (Jensen, Ruback, 1983). 60-. Ц, 70-. 2% (. Jarrel, Brickley, Netter, 1988).
, 80-., (, Bradley, Desai, Kim, 1988) -8..
:,., Ц,,,,,, Ц, 3Ц5 (. The Determinants and Effects of Mergers, 1980).
,, -. 133 1975. 1984., 53% -;, - 5% (You, Caves, Smith, Henry, 1986).
,.,,..
- (1969Ц1974.), 336., - 5. CAPM (,,, ex post л ).
,, - 20.,, 117.
(Malatesta, 1983)., :,,,,.
, -..., (1963Ц1988.)., 10. 78 ( 330) ( )., (Berkovitch, Narayanan, 1993)...
-, 60- - 70-...,.,,,.,,. ( ),.,,, (. Ravenskraft, Scherer, 1987).
,..., -.,,,.
, л , Ц, л (Mitchell, Lehn, 1990).
, -,,., - ( ) Ц. Palepu, 1986; Morck, Shleifer, Vishny, 1988.
( 50, 1979Ц1983.), ( ) - 2,4, Ц. Healy, Palepu, Ruback, 1992., л,, (de Young, 1997).
,, -., -,.
,, (.,, Bradley, Desai, Kim, 1983), - 5 Ц,.,,.
, (,,, л ) л, Ц. Shivdasani, 1993; Schwert, 1996.
,., (л), -, Ц, ().
.,,, -,.
(.,, Harford, 1999) :,,,.
,,, л, -,.
л ().,,,,, - (Mikkelson, Ruback, 1985)9, (Shleifer, Summers, 1988).
,,,, / (, - ). 60- - 70-.
.,,, (. Jensen, 1993).
,,,,..
.., 1895Ц1947 1948Ц1979.,, (Shughart, Tollison, 1984). л (bubble process), л л.
, :,, Ц. л.
., -, л.., л (.,, New York Times 31.XI. 1985, p. 29, 31).
- 12,0%, - 1,5%, (Travlos, 1987). : /.
,,,.,,, л., л .
,, Ц, л ., ().,., л , л..
1.3. Новые формы реструктуризации хозяйственных операций : 80-.,.
- л (going private). 70- - 80-. л., (Leveraged Buy-Out, LBO). 80-. 10% 27% LBO.
, (лshell corporation);.
, - л ( ) - -. LBO, ;.
, -., л ( ) LBO,.
LBO.
л,, 10.,.
, (), Management Buy-Out, MBO. 80-. 11Ц15% MBO.
LBO MBO, ( ). ;
.
KKR (лKohlberg, Kravis, Roberts and Company),.
LBO -..
LBO MBO,,,.,, LBO,,.
RJR Nabisco. 75.. KKR 90.., Nabisco., (112. ) KKR (.),, 11.
MBO, LBO..., 80-. (CEO), LBO, 1,4% 6,4% (Kaplan, 1989).
LBO MBO, (privately-hold firms).
, RJR Nabisco,.
,, л л.
() (Leveraged Cash-Out, LCO).,, (л, junk bonds)., (), 12;
(лstubs).
, LCO ( - )., LCO,, (, 20Ц30%).
LBO, л - Goldman Sachs Multimedia 1985.,. LCO,, л.
LCO : Multimedia 13% 43%, Harcourt, Brace, Yovanovich - 7% 30%. MBO,, LCO.
,., л (,, LCO 1987., 2. (Kleiman, 1988).
, LCO,.
MBO), 13.
:, ( 45%), ( ),,, ( 5%).,, (. T.Warfield, J.Wild, K.Wild, 1995, p. 86).
LBO, -,, LCO. ; LBO., ( ), л - .
(), ( )., 1979Ц1986., 1990. (Kaplan, 1991).
- Reverse Leverage Buy-Out - RLBO,, ;. :, ( 45%), ( ),,, ( 5%).,, (. T.Warfield, J.Wild, K.Wild, 1995, p. 86).
., 72,,. ( ) - 78%, LBO 1415%, 376% (Secondary Initial Public Offering, SIPO) 150% (Muscarella, Vetsuypens, 1990).,.
RLBO. л ,,,.. л,.., ( ),.
RLBO (Muscarella, Vetsuypens 1990)... 90, 1985Ц1986.
LBO, 1986Ц1987..,,, 14. (SIPO),, : LBO 82,4%, 51,3%.
0,86, 0,58.
,. ( 21,4% 14,3%):, LBO (Holthausen, Larker, 1996).
, RLBO,, л,.,,, л .
:. (л) 15, junk bonds,, л, ()., 80-.,,.
70-., - - Drexel, Burnham, Lambert (лDBL) Texas Instrumental.
(,,.). DBL, л (лbank of last resort),. 80-. DBL.
, (10Ц20 ), (deferred-interest bonds),.
(extendable reset bonds),.,.
80-., DBL.
80-.., 1984. 1989., 1000. LBO л. (extendable reset interest rates) (market spread),,.
л, LBO, (mezzanine financing). л,., -, 16.
, LBO MBO,,, - л., -, Ц, ( ).,, MBO.
, LBO17,,.
, 80-. л, 80-.. л ( Ц, extendable reset bonds) - 700Ц900.
, LBO, (Kaplan, Stein, 1993). 80-.., 1970.
Penn Central - 3,4%. 1987. 5,8%,. 1991. 10%., 1986Ц., 60. ( Altman, Bencivenga, 1995).
LTV ; 1989.
DBL,,,. - LBO.
,,., 90-. 30% (Holmstrm, Kaplan, 2001, p. 6).
:., 1985Ц1986. л ; 80-.
,.
.,.., 72 (, LBO, 15.) 1973Ц1980.
: 51%.
Ц, : 40 30%.
(, ) 57% (De Angelo, De Angelo, Rice, 1984).
. ( 100.) MBO 1979Ц1984.
,,, :
,, 3,8%.
MBO.,, (, ), 58%.
,, 76% (Lowenstein, 1985).
,,, л : MBO, -,...
, MBO,,, ;, (. Kaplan 1989; Smith, 1990).
.. LBO, (1980Ц1984.),,.,... 72,,, ( 20, 20 ) 41% Ц. Lehn, Poulsen, 1988.
MBO, л, ; 18.
( Kaplan, 1986; Smith, 1990), ;
.
, LBO (, MBO) ;,.,,.
(divisional) MBO. () ;. 151 MBO:,, ( 0,5%) Ц. Hite, Vetsuypens, 1988.
, 45 MBO,, ( 2, ) 2% (Muscarella, Vetsuypens, 1990).,, (, ).
,,, л.
, LBO,., 80-., LBO,,..,, LBO, :.,,, 80-.,, - (. Andrade, Kaplan, 1998).
.. : 24, LBO 1980Ц1983.,, LBO 1986.,, LBO 1987., (. Kaplan, Stein, 1993).
,,, 80-. (. Blair, Schary, 1992).
,, LBO, 80-., (. Opler, 1993).,,,,..
л, LBO,., Reverse LBO Mian, Rosenfeld, 1993 Holthausen, Larker, 1996.,, RLBO,,,,.
,, RLBO, (.
Holthausen, Larker, 1996, p. 296).
,,, -,, 70-.
80-.., л. 60-.
1/2 2/3., л ; (. Bhagat, Shleifer, Vishny, 1990). - л. 60-.,. 80-. : - (Matsusaka, 1993).
- Ц, л19.,,. л,.
,, -,.
.., 80-., (abnormal), 1981Ц1986. -,, 27,6. (Black, Grundfest, 1988). : -, - (. Jain, 1985; Copeland, Lemgruber, Mayers, 1987).
л :, 76 л, 1,8%.
(19 ) л. л.., (), ()., ( ) Ц., л - л (split-off IPO);, л. л :,, 2000,. 24.
,,,, л (. Schipper, Smith, 1986).
,,. 70-. - Ц. q - : 1965. 1,3, 80-. 0,5.,, (, ).
,, 80-. (л). (. Mitchell, Mulherin, 1996), - 80-. ().......
- : 90-., 80- - 90-.,. 90-.
.
.,,, 90-. ( 1999. - 15%). 70- - 80-.
, -,.
80-.,,,.,,, (Rappaport, 1990). 90-.,, л., 90-.
0,2Ц0,3% ( 1988. 2,5%).
80-. л . 90-.. 1993. (л ).
1990. 1994.,.
90-.,, 80-.
,. 1980.
1998... (!) Ц. Hall, Liebman, 2000 ( LBO, 80-.,, Ц.
Kaplan, 1989). 90-..
( ) ;,, л (лEconomic Value Added, EVA).,,,,,, л, (.,, Biddle, Bowen, Wallace, 1999).
л ,.
1980., 90-. (Gomperts, Metrick, 2000).,, ( ),.,.
90-. / л ; 80-.,,,,,.
, 90-.: л (, 19.; ), Martin Marietta Lockhead (10.;, - ), Viacom (8.; ), American Home Products (9,5.; ). ITT 1996.,,,.
,, Ц.,, Holmstrm, 1989. л,.
, 80-.,,. л - ;,.
90-...,,,. ( 80-.),.
1.4. Слияния и поглощения как форма регулирования эффективности Ц.,,., XIX XX.,. -,.
, ( )., л ,.
XIX - -.
- Ц,.
90-. л : 2000. л 10% (listed).
( л )20,, 2/5 (43,5%) 2000.,.
,,.
,,.,. л (bust-up takeovers): ( ),.
, 60-.,., табл. 1.
: 1971Ц2000. 0,45% (Jovanovich, Rousseau, 2002).
Таблица Распределение 200 крупнейших промышленных корпораций по степени диверсификации, 1960Ц1977 гг.
Число продуктовых групп1960. 1965. 1968. 1977.
5 62 80 112 10 7 14 32 20 - - - 30 - - - Источник: Spruill, 1983.
1950. - 7.,,, 7;,,, (. Asch, 1970).
60- - 70-.,, л 22.
Ц,.
., л,, {},.
, л (product category) - (two-digit).
,, Ц. Comment, Jarrel, 1995.
,. : 80- - 90-. (, ) (.,, Lamont, Polk, 2002).
, ( ), л ., (.,, Berger, Ofek, 1996),.
. л (, ) л, ;, л 23., л,.
.,,, (Kose, Ofek, 1995).
70- - 80-..
., 90-., Standard and Poors 500,,,, 1981. (Montgomery, 1994).
л,., л. 1975.
1987. 35% 54%.
(. 1.3), 80-.
1.3.
. - (), л л, 70-. 1,3, 80- - 7,0 ( л ) Ц. Morck, Shleifer, Vishny, 1990.
., -, : - qЦ,, - (. Andrade, Mitchell, Stafford, 2001, Hasbrouck, 1985).
,,,., MBO, л ,..
,,...,,, (C.Bludhorn, C.Icahn, I.Jacobs, C.Lindner, D.Murdock, V.Posner), :
(Holderness, Sheehan, 1985). :,,, (. Gorton, Kahl, 1999 Sec. 2C).
.,., (., 5700 ),,,,,,. () 2/3, (Lichtenberg, 1992).
,, (Martin, McConnel,l 1991; Shleifer, Summers, 1988; Jensen, 1984). л, л (Dimson, 1994).
,,. : q - ( ). л (HP-filtered) ( ) q 0,64 (Jovanovich, Rousseau, 2002).
:
q 60-.
л, -,, л q 70-.
.
.,,,.,,,,.,,,,,,.
,,,,,,,, /.., (.,, Franks, Mayer, 1998).
,, -,.,, ( ) 24.,,.
-.,,,, - ( Charkham, 1995).
л 1971. 1990.
л. ( л, 1988Ц1990. 26, Ц. Lichtenberg, Pushner, 1992)25.
,,, л 25%, 90-. 38 (Baums, 1994).
,,.
,, л ( ).
..,,..
,,, л..,.
, -,. 50- - 70-. ( ),,,.,,,,,,. Ц.
(.,, Morck, Nakamura, 1999).
. - () (, ) Ц. Ц.,, Gershenkron, 1962., (, ), л.
- Ц.,.
,,,. (, ),.
,, -, л,.,,,, (. La Port, Lopes-de-Silanes, Shleifer, Vishny, 1997).
,, (.,, Levine, Loyaza, Becu, 2000).,,..,.,.,, ( ),,, -, (Morck, Yeung, Yu, 2000).
90- 2000-. ;..,, Mannesman Telecom. -,,,,.
.
,, -,.,,,,,.
. л,,.
,,,,,. 80-.
(.,, Shiller, 1981; 1984),, л (net present value).
, (, Fama, 1991), :,,. (Jegadeesh, Titman, 1993) л, л,..,,, Ц,.
. -;,,,,, л 26.,.
, 60- - 70-., л.
:, -. л,.
.
.;,,,.,,, (Mitchell, Lehn, 1990).
(.,, Grossman, Hart, 1980; Shleifer, Vishny, 1986) :
-,,, ( )27.
л (self-reinforcing) : л,,.,, ;,, л (Marris, Mueller, 1980, p. 42).
:,,..
(. 1.3).,.,, -,, LBO 80-.,., LBO,.
,,,, ( ).,,,. : л ,, л,,.
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