Table 5.

Partners quality, stock price crash risk and agency costs

Variables(1)(2)(3)(4)
NCSKEWDUVOLCOUNTCRASH
Panel A. High agency costs
LP_QUALITY0.131*** (0.044)0.079** (0.036)0.681** (0.296)0.168** (0.080)
RP_QUALITY0.101** (0.042)0.068** (0.031)0.312** (0.136)0.135* (0.077)
C and control variablesYesYesYesYes
Year FEYesYesYesYes
Industry FEYesYesYesYes
N1449144914491449
R20.1960.0320.079
Adj_R20.1890.0230.063
Pseudo R20.061
F11.832***1.784***3.521***
LR Chi2154.561***
Panel B. Low agency costs
LP_QUALITY0.120* (0.069)0.075 (0.058)0.520* (0.289)0.123 (0.088)
RP_QUALITY0.099 (0.071)0.063 (0.048)0.306 (0.211)0.130 (0.096)
C and control variablesYesYesYesYes
Year FEYesYesYesYes
Industry FEYesYesYesYes
N1,4491,4491,4491,449
R20.1840.0310.075
Adj_R20.1720.0210.061
Pseudo R20.060
F11.730***1.689***3.430***
LR Chi2149.384***
Note(s):

This table presents results of regressions testing whether the relationship between audit partner quality and crash risk differs across firms with high versus low agency costs. Key coefficients for LP_QUALITY and RP_QUALITY are highlighted and bolded. All regressions control for firm- and audit-specific variables, with year and industry fixed effects included. Standard errors in parentheses. Statistically significant coefficients are shown in italics for ease of reference. *, ** and *** denote statistical significance at the 10, 5 and 1% levels, respectively

Source(s): Authors’ own work

or Create an Account

Close Modal
Close Modal