Dynamic Investment Models and the Firm's Financial Policy

S-Tier
Journal: Review of Economic Studies
Year: 1994
Volume: 61
Issue: 2
Pages: 197-222

Authors (2)

Stephen Bond (not in RePEc) Costas Meghir (Yale University)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

In this paper we investigate the sensitivity of investment to the availability of internal funds using the hierarchy of finance approach to corporate finance. We characterize the empirical implications of this approach for dynamic investment models and test these implications using firm-level data. The model we estimate is based on the Euler equation for optimal capital accumulation in the presence of convex adjustment costs. The theoretical model explicitly allows for debt finance and financial assets. The empirical investigation uses U.K. company panel data to estimate dynamic investment models using GMM and tests the derived implications.

Technical Details

RePEc Handle
repec:oup:restud:v:61:y:1994:i:2:p:197-222.
Journal Field
General
Author Count
2
Added to Database
2026-01-26