The Executive Compensation Puzzle: Theory and Evidence

Publication Date

11-1-1997

Abstract

I develop a theory of compensation contracts for the chief executive officers (CEOs) of firms and confront the theoretical predictions with CEO compensation data. My model has the following aspects: a board of directors that behaves strategically in designing the CEO's compensation contract, a financial market in which there are informed investors whose information is noisily incorporated into prices, and a Bayesian belief revision mechanism by which the CEO's past performance impacts his reputation. The theory predicts that the pay-for-performance sensitivity for the CEO is an increasing function of his perceived ability and the liquidity of the financial market. I then confront these cross-sectional predictions with CEO compensation data for the years 1987 to 1994. Using equity-based proxies for CEO reputation, I document a positive relationship between the pay-for-performance sensitivity and a CEO?s reputation. I also document a positive relationship between the pay-for-performance sensitivity and the measure of informed traders as proxied by the firm?s adverse selection component of the bid-ask spread.

Document Type

Article

Disciplines

Finance

DOI

10.2139/ssrn.99728

Source

SMU Cox: Finance (Topic)

Language

English

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