Saved in:
Bibliographic Details
Main Authors: Feng, Felix Zhiyu, Wang, Wenyu, Wu, Yufeng, Zhang, Gaoqing
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2302.11128
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916349862739968
author Feng, Felix Zhiyu
Wang, Wenyu
Wu, Yufeng
Zhang, Gaoqing
author_facet Feng, Felix Zhiyu
Wang, Wenyu
Wu, Yufeng
Zhang, Gaoqing
contents This paper studies the value of a firm's internal information when the firm faces an adverse selection problem arising from unobservable managerial abilities. While more precise information allows the firm to make ex post more efficient investment decisions, noisier information has an ex ante screening effect that allows the firm to attract on-average better managers. The trade-off between more effective screening of managers and more informed investment implies a non-monotonic relationship between firm value and information quality. A marginal improvement in information quality does not necessarily lead to an overall improvement in firm value.
format Preprint
id arxiv_https___arxiv_org_abs_2302_11128
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Ignorance Is Bliss: The Screening Effect of (Noisy) Information
Feng, Felix Zhiyu
Wang, Wenyu
Wu, Yufeng
Zhang, Gaoqing
Theoretical Economics
This paper studies the value of a firm's internal information when the firm faces an adverse selection problem arising from unobservable managerial abilities. While more precise information allows the firm to make ex post more efficient investment decisions, noisier information has an ex ante screening effect that allows the firm to attract on-average better managers. The trade-off between more effective screening of managers and more informed investment implies a non-monotonic relationship between firm value and information quality. A marginal improvement in information quality does not necessarily lead to an overall improvement in firm value.
title Ignorance Is Bliss: The Screening Effect of (Noisy) Information
topic Theoretical Economics
url https://arxiv.org/abs/2302.11128