The Paradox of Liquidity

S-Tier
Journal: Quarterly Journal of Economics
Year: 1998
Volume: 113
Issue: 3
Pages: 733-771

Authors (2)

Stewart C. Myers (not in RePEc) Raghuram G. Rajan (University of Chicago)

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

The more liquid a firm's assets, the greater their value in a short-notice liquidation. It is generally thought that a firm should find it easier to raise external finance against more liquid assets. This paper focuses on the dark side of liquidity: greater asset liquidity reduces the firm's ability to commit to a specific course of action. As a result, greater asset liquidity can, in some circumstances, reduce the firm's capacity to raise external finance. Firms with "excessively" liquid assets are in the best position to finance illiquid projects. This leads us to a theory of financial intermediation and disintermediation based on the liquidity of assets.

Technical Details

RePEc Handle
repec:oup:qjecon:v:113:y:1998:i:3:p:733-771.
Journal Field
General
Author Count
2
Added to Database
2026-01-29