Law and Finance in China

Paper Session

Saturday, Jan. 7, 2017 3:15 PM – 5:15 PM

Sheraton Grand Chicago, Mayfair
Hosted By: Association of Financial Economists
  • Chair: Yiming Qian, University of Iowa

Entrusted Loans: A Close Look at China’s Shadow Banking System

Franklin Allen
,
Imperial College London
Yiming Qian
,
University of Iowa
Guoqian Tu
,
Chongqing University
Frank Yu
,
China Europe International Business School

Abstract

We perform transaction-level analyses of entrusted loans – the largest component of shadow banking in China. There are two types – affiliated and non-affiliated. The latter involve a much higher interest rate than the former and official bank loan rates, and largely flow into the real estate industry. Both involve firms with privileged access to cheap capital to channel funds to less privileged firms and increase when credit is tight. The pricing of entrusted loans, especially that of non-affiliated loans, incorporates fundamental and informational risks. Stock market reactions suggest that both affiliated and non-affiliated loans are fairly-compensated investments.

Is the Chinese Anti-Corruption Campaign Effective?

John Griffin
,
University of Texas-Austin
Clark Yue Liu
,
Tsinghua University
Tao Shu
,
University of Georgia

Abstract

Chinese firms with characteristics commonly associated with corporate self-dealing are more likely to have executives investigated by the anti-corruption campaign. University affiliations with the top current leaders are associated with a reduced probability of investigation, but general political affiliations are associated with more investigations. We then assess the campaign’s effect on Chinese firms more broadly, and find that with the exception of entertainment expenditure there has been little
overall decrease in measures of potential corporate self-dealing. Overall, our findings suggest that the campaign is targeting corrupt managers, could contain a political component, and has yet to change Chinese corporate culture.

Cheating in China: Corporate Fraud and the Role of Financial Markets

Minwen Li
,
Tsinghua University
Tanakorn Makaew
,
U.S. Securities and Exchange Commission
Andrew Winton
,
University of Minnesota

Abstract

We find that financial misreporting in China is less likely if a firm’s province is more financially developed, if its largest shareholder holds more shares, or if the firm is in a government-supported industry, and more likely if the firm is connected to the market regulator. Many conventional Western governance mechanisms do not affect the incidence of misreporting. Natural experiments using two recent reforms support causal effects of financial development and block holdings on misreporting. We also find that financial development reduces the frequency of tunneling and insider trading, but ownership structure has differing effects on these two types of fraud.

The Wily Hare Has Three Holes to His Burrow: Overseas Residency and Tax Avoidance

Dequan Jiang
,
Wuhan University
Mingming Zhou
,
University of Colorado-Colorado Springs

Abstract

Based on a sample of family-controlled Chinese firms, we find that firms are engaged in more aggressive tax avoidance behavior when their controlling person has a foreign residency. We further examine the relation between foreign residency and tax aggressiveness, the most extreme cases of tax avoidance, i.e., pushing the envelope of tax law (Hanlon and Heitzman 2010, p.137). We use tax sheltering probability (Wilson 2009), predicted tax reserve balance (Lisowsky et al. 2013), and the usage of international tax haven subsides (Dyreng et al. 2009) to capture tax<br />
aggressiveness that likely engenders greater risks and costs. Our finding of the positive relation<br />
between controlling person’s foreign residency and tax aggressiveness suggests that managers<br />
with foreign residency engage more in such activities which could hurt shareholders’ value.<br />
Finally, we find that foreign residency is an inherent individual characteristic that affects tax<br />
avoidance, and that it is not affected by firms’ governance environment or financial constraints of the firms.
Discussant(s)
Jun Qian
,
Shanghai Jiao Tong University
Xiaoyun Yu
,
Indiana University
Cindy Alexander
,
U.S. Securities and Exchange Commission
Lemma Senbet
,
University of Maryland
JEL Classifications
  • G2 - Financial Institutions and Services
  • K4 - Legal Procedure, the Legal System, and Illegal Behavior