Do adjustment costs explain investment-cash flow insensitivity?

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2003
Volume: 27
Issue: 11
Pages: 1993-2006

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

In this paper, I explain two “puzzles” that have been observed in firm level data. First, firms that display a high sensitivity of investment to cash flow (commonly believed to be an indicator of liquidity constraints) usually have large unutilized lines of credit which, presumably, could be used to overcome the shortage of funds. Second, firms that are perceived to be extremely liquidity constrained actually show very little sensitivity of investment to cash flow.

Technical Details

RePEc Handle
repec:eee:dyncon:v:27:y:2003:i:11:p:1993-2006
Journal Field
Macro
Author Count
1
Added to Database
2026-01-29