Event

Efficient Bubbles?

  • Conférencier  Erik Loualiche – University of Minnesota

  • Lieu

    Luxembourg School of Finance JFK Building 29,Avenue J.F Kennedy L-1855 Luxembourg Ground Floor, Nancy Room

    LU

  • Thème(s)
    Finance

Abstract

Episodes of booming firm creation often coincide with intense speculation

on financial markets. Disagreement among investors transforms

the economics of optimal firm creation. We characterize the interaction

between speculation and classic entry externalities from growth theory

through a general entry tax formula for a non-paternalistic planner. The

business-stealing effect is mitigated when investors believe they can identify

the best firms. Speculation thus increases firm entry but reduces the

optimal tax, potentially resulting in under-entry. The appropriability effect

also vanishes, leaving only general equilibrium effects on input prices,

aggregate demand, or knowledge. As a result, speculation reverses the

role of many industry characteristics for efficiency. For instance, as the

labor share increases, the optimal tax decreases under agreement but increases

under disagreement. Further, economies with identical aggregate

properties but a different market structure have the same efficiency with

agreement, but call for different policies once financial market speculation

is taken into account.