There are plenty of examples, particularly with identity theft issues, where the stock of a particular company has plummetted as a result of bad publicity. It's difficult to quantify, and I don't have the information in front of me at the moment. I could certainly submit it to you. But businesses want to maintain good reputations, and privacy is a way for them to gain and maintain the trust of their customers.
On November 22nd, 2006. See this statement in context.