Real Asset Illiquidity and the Cost of Capital

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2014
Volume: 49
Issue: 1
Pages: 1-32

Authors (2)

Ortiz-Molina, Hernán (not in RePEc) Phillips, Gordon M. (Dartmouth College)

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

We show that firms with more illiquid real assets have a higher cost of capital. This effect is stronger when real illiquidity arises from lower within-industry acquisition activity. Real asset illiquidity increases the cost of capital more for firms that face more competition, have less access to external capital, or are closer to default, and for those facing negative demand shocks. The effect of real asset illiquidity is distinct from that of firms’ stock illiquidity or systematic liquidity risk. These results suggest that real asset illiquidity reduces firms’ operating flexibility and through this channel their cost of capital.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:49:y:2014:i:01:p:1-32_00
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29