SMU CGI
Reincorporation Tracker · Cohort event study

Cross-firm empirical evidence · DExit reincorporation wave

When a company changes its legal home, the market barely blinks.

Since the Tornetta ruling, scores of U.S. public companies have moved their state of incorporation — most to Nevada, the policy story to Texas. We measured the stock-price reaction the day each move was announced. Across every test and every size cut, the average abnormal return is statistically indistinguishable from zero. A null here is neutral evidence: it neither confirms a Texas penalty nor a Delaware-exit premium, and the design is honestly underpowered for the small effects the literature expects.

Announcement-day abnormal return, by sample cut
locked pre-registered panel · mean ± 95% interval

Every interval crosses zero. The highest-signal read — large, liquid firms where idiosyncratic noise is lowest — sits closest to the line. Figures hydrate from the canonical dataset; contested denominators are flagged in the data-lock panel at the foot of the page.

01

How the cohort is built

Each step removes noise, not signal — from every documented move down to the firms with clean, tradable price histories the model can actually measure.

Plain English

Start with every U.S. public company we can document changing its state of incorporation since the Tesla vote. Keep the genuine movers. Narrow to the ones with enough daily stock-price history to measure a reaction. What's left is the cohort. The Texas companies that never moved become the comparison group — the control.

The cohort funnel

02

Treated, control, counterflow

The study is a treated-versus-never-treated comparison. Comparing a mover to a near-identical Texas firm that stayed put is what isolates the effect of moving.

GroupRolenWhat it is
Precision the page must hold Several verified §21.552 adopters — CenterPoint, Service Corporation, Legacy Housing, South Plains, Rush Enterprises, Caris, HeartSciences — are Texas incumbents that never reincorporated. They belong to the control panel, not the mover cohort. Counting their statutory adoptions inside the event-study cohort would conflate "firms that moved" with "Texas firms that amended bylaws." The governance matrix below keeps the two separate.
03

Where the movers went

Most chose Nevada. Texas is the next-largest destination and the policy story behind SB 29. A handful went the other way — into Delaware — the counterflow that any honest tracker has to show.

Panel-B destinations

04

How the test works

For each mover we line up its return on announcement day against what the market model says it should have done, using a long pre-event window to set the baseline. The gap is the abnormal return.

Plain English

If the S&P is up 1% and Tesla — which usually swings about twice as hard — is up 1.8%, that's roughly expected. If Tesla instead jumped 4% the day it announced something, the extra ~2.2% is the "abnormal return": the part attributable to the news, not the market. If reincorporating mattered to investors, these gaps would cluster away from zero. Five different statistics ask the same question; all say no signal.

The event window

One-factor market model on the pre-event estimation window; no event-day data leaks into the baseline. Day 0 is the first SEC-filed disclosure of the proposal.

Academic detail

The benchmark is the single-factor market model, estimated by OLS on the pre-event window:

$$ r_{i,t} = \alpha_i + \beta_i\, r_{M,t} + \varepsilon_{i,t}, \qquad t \in [\,t_0 - L,\; t_0 - g\,] $$

where \(r_{i,t}\) is firm \(i\)'s daily return, \(r_{M,t}\) the market benchmark, \(t_0\) the announcement trading day, \(L\) the estimation length and \(g\) the gap before the event. The day-0 abnormal return is the realized minus the model-fitted return:

$$ \widehat{\mathrm{AR}}_{i,0} = r_{i,0} - \widehat{\alpha}_i - \widehat{\beta}_i\, r_{M,0} $$

Patell standardized statistic

$$ Z_{i} = \frac{\widehat{\mathrm{AR}}_{i,0}}{\widehat{\sigma}_i \sqrt{\,1 + \tfrac{1}{T} + \dfrac{(r_{M,0}-\bar r_M)^2}{\sum_t (r_{M,t}-\bar r_M)^2}\,}} $$

with \(\widehat{\sigma}_i^2\) the estimation-window residual variance (Patell 1976). Cohort inference uses a sign test \(K\sim\mathrm{Bin}(n,\tfrac12)\), a one-sample \(t\)-test of \(\mathbb{E}[\widehat{\mathrm{AR}}]=0\), and a rank test across destinations.

Why "no effect" needs a power statement, not just a p-value Failing to reject the null is not the same as proving zero. The honest companion to a null is the minimum detectable effect — the smallest true effect this sample could have caught. With this \(n\) and dispersion the MDE is on the order of a full percentage point, while the governance literature expects 20–50 basis points. So the result reads as "no detectable effect at the magnitudes we can see," not "equivalence established." Equivalence is a separate claim (TOST), and it earns the label only where its own test clears.
Academic detail · equivalence & power

Two one-sided tests (TOST) evaluate equivalence against a pre-set margin \(\pm\delta\). The null is non-equivalence; rejecting it requires

$$ \frac{\bar x - (-\delta)}{s/\sqrt n} > t_{1-\alpha,\,n-1} \quad\text{and}\quad \frac{\delta - \bar x}{s/\sqrt n} > t_{1-\alpha,\,n-1}. $$

A non-significant TOST (large \(p\)) fails to establish equivalence — it does not affirm it. Minimum detectable effect at power \(1-\beta\):

$$ \mathrm{MDE} = \big(t_{1-\alpha/2,\,n-1} + t_{1-\beta,\,n-1}\big)\,\frac{s}{\sqrt n}. $$
05

Every cut is null

The dots are the average reaction; the bars are the uncertainty. Every bar crosses zero. The cleanest read — large-cap, low noise — sits dead-centre.

Day-0 abnormal return by sample

SamplenMean ARMediant-test pPatell ZVerdict
Why a null is the honest result here Many of these were controller-dominated or foregone-conclusion votes, so an efficient market had little to re-price the moment the proposal hit the wire. The finding is a statement about market pricing on a single day — not about whether the governance changes matter over the years they actually play out in court and in statute.
06

What firms actually opted into

Texas's headline reforms are opt-in. A firm can move to Texas and adopt the derivative-suit threshold (§21.552), the shareholder-proposal threshold (§21.373), both, or neither. The choice — not the destination — is where the governance content lives. Every cell below is verified to the firm's own operative or proposed instrument on EDGAR.

Plain English

§21.552 lets a Texas company require that whoever sues the board on the company's behalf actually own a meaningful stake — up to 3% of shares. §21.373 lets it require a similar stake before a shareholder can force a proposal onto the ballot. Both raise the bar for small activists. Moving to Texas doesn't impose either one automatically; the company has to write it into its charter or bylaws. Most movers took neither.

§21.552 / §21.373 adoption — primary-source verified gold = operative instrument · proposed = pending vote
FirmStatus§21.552 derivative§21.373 proposalsSource instrument
A literature-correcting fact The widely-repeated claim that "no company has adopted SB 1057 (§21.373)" is false. Dillard's affirmatively elected §21.373 in its own instrument — "the Corporation affirmatively elects to be governed by Section 21.373" — and Dell's proposed Texas bylaws do the same. The §21.373 adopter count is not zero.
Academic detail · the two thresholds are not the same instrument

§21.552(a)(3) sets a derivative-standing floor measured on outstanding shares; the statute caps the electable threshold at 3% (a ceiling on the corporation's election), and the elected figure becomes the plaintiff's standing floor. §21.373 sets a shareholder-proposal threshold measured on voting shares — the lesser of \$1,000,000 in market value or 3% of voting shares, with a holding period. Different denominators, different bills (SB 29 vs SB 1057), different elections. Reading "elects §21.419" (business-judgment codification) as a §21.552 threshold election is a category error the verification pass specifically caught and reversed.

07

What the page does not claim — and what still needs locking

A centerpiece earns trust by stating its own limits first. Two things: the inference caveats, and an open data-reconciliation flag a reviewer should see before citing any denominator.

  • It does not say Texas governance is good or bad. It measures one day's price reaction.
  • The cohort is announced moves only. Withdrawn or never-filed proposals are silent — a selection that biases the headline toward the null.
  • State choice is entangled with ownership structure: controller-led firms cluster by destination, so a clean Texas-vs-Nevada causal contrast is not yet identified.
  • It does not project long-run returns. Day-0 only.
  • Cross-sectional dependence (a shared SB 29 shock) is not yet corrected in the univariate tests; Romano–Wolf and Newey–West are the queued fixes.

Data-lock status — read before citing a denominator

Flagged values are contested across the live page, the 2026-06-14 fresh run, and the adjudicated canonical record. Every number on this page is bound to a single object; resolve the flags in the canonical workbook and all surfaces above update at once. No figure here is hand-typed into the layout.