Real options with ex-post division of the surplus

B-Tier
Journal: Journal of Banking & Finance
Year: 2017
Volume: 81
Issue: C
Pages: 200-206

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

This paper examines a real option model where two vertically related firms are involved in a specific investment project that is subject to an uncertain payoff. While ex-post bargaining between a seller and a buyer leads to underinvestment by the seller in a standard model where timing of the seller’s investment is exogenous, we show that this need not be the case when the seller’s timing of investment is endogenous. However, bargaining with a buyer leads to excessive waiting. More severe holdup and higher uncertainty will lead to vertical integration of activities to avoid timing inefficiencies.

Technical Details

RePEc Handle
repec:eee:jbfina:v:81:y:2017:i:c:p:200-206
Journal Field
Finance
Author Count
1
Added to Database
2026-01-29