Marginal q, Tobin's q, Cash Flow, and Investment

C-Tier
Journal: Southern Economic Journal
Year: 2004
Volume: 70
Issue: 3
Pages: 512-531

Authors (3)

Klaus Gugler (not in RePEc) Dennis C. Mueller (not in RePEc) B. Burcin Yurtoglu (Wissenschaftliche Hochschule f...)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Many studies of the determinants of investment use Tobin's q to control for the investment opportunities of a firm. Tobin's q roughly measures the average return on a firm's capital anticipated by the market. More relevant for investment decisions, however, is the marginal return on capital. In this paper we estimate investment and research and development (R&D) equations using a measure of marginal q. We use marginal q to identify the existence of cash constraints and managerial discretion and as a separate explanatory variable. For a sample of 560 U.S. firms observed over the 1977‐1996 period we present evidence confirming the existence of both cash constraints in some companies and managerial discretion in others.

Technical Details

RePEc Handle
repec:wly:soecon:v:70:y:2004:i:3:p:512-531
Journal Field
General
Author Count
3
Added to Database
2026-01-29