Investment timing, liquidity, and agency costs of debt

B-Tier
Journal: Journal of Corporate Finance
Year: 2010
Volume: 16
Issue: 2
Pages: 243-258

Authors (2)

Hirth, Stefan (Syddansk Universitet) Uhrig-Homburg, Marliese (not in RePEc)

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

This paper examines the effect of debt and liquidity on corporate investment in a continuous-time framework. We show that stockholder-bondholder agency conflicts cause investment thresholds to be U-shaped in leverage and decreasing in liquidity. In the absence of tax effects, we derive the optimal level of liquid funds that eliminates agency costs by implementing the first-best investment policy for a given capital structure. In a second step we generalize the framework by introducing a tax advantage of debt, and we show that an interior solution for liquidity and capital structure optimally trades off tax benefits and agency costs of debt.

Technical Details

RePEc Handle
repec:eee:corfin:v:16:y:2010:i:2:p:243-258
Journal Field
Finance
Author Count
2
Added to Database
2026-02-02