The Cross-Section of Labor Leverage and Equity Returns

Written by:
Working Paper Number: CES-17-70

Abstract

We study labor-induced operating leverage. Theoretically, we show that if labor markets are frictionless, two sufficient conditions for the existence of labor leverage are (a) relatively smooth wages and (b) a capital-labor elasticity of substitution strictly less than one. Our model provides theoretical support for the use of labor share—the ratio of labor expenses to value added—as a measure of labor leverage. We provide evidence for conditions (a) and (b), and we demonstrate the economic significance of labor leverage: High labor-share firms have operating profits that are more sensitive to economic shocks and have higher expected returns.

Page Last Revised - October 8, 2021