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Entrepreneurial Finance/Venture Capital

Paper Session

Sunday, Jan. 6, 2019 10:15 AM - 12:15 PM

Hilton Atlanta, Grand Ballroom A
Hosted By: American Finance Association
  • Chair: Shai Bernstein, Stanford University

Private Company Valuations by Mutual Funds

Vikas Agarwal
,
Georgia State University
Brad Barber
,
University of California-Davis
Si Cheng
,
Chinese University of Hong Kong
Allaudeen Hameed
,
National University of Singapore
Ayako Yasuda
,
University of California-Davis

Abstract

We study how cross-sectional and temporal variation in valuation practice of private start-up holdings by mutual funds affects investors’ access to these pre-IPO firms. Price dispersion across fund families holding the same security averages 10.0%, and is as large as 25% in some quarters. 42% of reported prices are not updated between quarters but large valuation changes occur when startups close a new funding round. Thus, follow-on rounds lead to predictably strong fund returns in the days after the event. Fund families tend to allocate private securities to their best performers and high-fee funds. Moreover, fund managers with incentives to boost periodic returns mark up their private securities more aggressively after the year-end follow-on rounds. We also find weak evidence of strategic return smoothing with lower incidence of markdowns of private securities in bear markets.

Entrepreneurial Wages

Tania Babina
,
Columbia University
Wenting Ma
,
University of North Carolina
Paige Ouimet
,
University of North Carolina
Rebecca Zarutskie
,
Federal Reserve Board

Abstract

Why do young firms pay less? Previous studies have argued that employees willingly accept lower wages at new firms in response to offsetting benefits. A second literature argues that lower wages at new firms are driven by selection of lower quality workers into new firms, firms which are likely to be of lower productivity or financially constrained. Using US Census employer-employee matched data, we show new evidence consistent with the selection argument. After including worker fixed effects, nearly three quarters of the new firm wage difference disappears. Moreover, once we control for firm fixed effects, absorbing time invariant firm quality, the wage difference between new and established firms becomes economically unimportant. Overall, our findings indicate that, for a given worker who has job opportunities at similar quality new and established firms, the expected wage penalty of working at the new firm is, on average, economically insignificant. Moreover, young firms that can hire high quality workers have higher future survival rates and total employment, suggesting that human capital is an important predictor of young firm success.

Investing Outside the Box: Evidence from Alternative Vehicles in Private Capital

Josh Lerner
,
Harvard University
Jason Mao
,
State Street
Antoinette Schoar
,
Massachusetts Institute of Technology
Nan Zhang
,
State Street

Abstract

This paper undertakes a comprehensive analysis of alternative investment vehicles in private equity, using unexplored custodial data about 112 limited partners over four decades. We differentiate between alternative vehicles that are GP-directed versus those where the LP has some discretion. Of the roughly 5500 distinct investments made by the LPs in our sample, 32% of investments (17% of capital commitments) were in such alternative vehicles; the allocation increased by more than 10 percentage points over the last decade. Alternative vehicles were far more likely to be offered by larger and North America-based buyout funds. The average performance of these alternative vehicles lagged that of the GPs’ corresponding main funds. The best LP performance was among endowments, private pensions, and insurers. Finally, LPs with better past performance invested in alternative vehicles with better performance, even after conditioning on the GPs’ past records. This result suggests that bargaining between GPs and LPs leads to gradation in investment performance based on the parties’ outside options.

Venture Capital Contracts

Michael Ewens
,
California Institute of Technology
Alexander Gorbenko
,
University of Southern California
Arthur Korteweg
,
University of Southern California

Abstract

We develop a dynamic search and matching model to estimate the impact of venture capital (VC) contract terms on start-up outcomes, and the distribution of value between entrepreneur and investor, in the presence of endogenous selection. We estimate the model on a new, large data set of first financing rounds of start-up companies. Consistent with efficient contracting theories, we find an optimal equity split between VC and entrepreneur that maximizes the probability of success. However, VCs use their bargaining power to receive more investor-friendly terms compared to the contract that maximizes start-up value. Nevertheless, better VCs still benefit the start-up and the entrepreneur, due to their positive value creation. In counterfactuals, eliminating certain contract terms benefits entrepreneurs but reduces the number of deals in the market. Lowering search frictions benefits investors at the expense of entrepreneurs.
Discussant(s)
Manuel Adelino
,
Duke University
Song Ma
,
Yale University
Adair Morse
,
University of California-Berkeley
Will Gornall
,
University of British Columbia
JEL Classifications
  • G2 - Financial Institutions and Services