Leased capital and the investment-q relation

B-Tier
Journal: Journal of Corporate Finance
Year: 2023
Volume: 80
Issue: C

Authors (2)

Li, Kai (Peking University) You, Linqing (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Leased capital accounts for a large fraction of U.S. public firms’ total productive physical capital. In this paper, we extend the neoclassical investment q theory with financial frictions by explicitly considering firms’ option to lease. Our model features firms’ optimal buy-versus-lease decisions with collateral constraints and monitoring costs, and gives a strong implication that measured Tobin’s Q has to be adjusted by leased capital. Empirically, we use our model as guidance to construct the lease-adjusted Tobin’s Q, consistent with the recent leasing accounting change (ASC 842). We show that our lease-adjusted Tobin’s Q is a superior proxy for investment opportunities, especially for firms that rent more capital.

Technical Details

RePEc Handle
repec:eee:corfin:v:80:y:2023:i:c:s0929119923000032
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25