Investment, Uncertainty, and Liquidity

A-Tier
Journal: Journal of Finance
Year: 2003
Volume: 58
Issue: 5
Pages: 2143-2166

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

We analyze the dynamic investment decision of a firm subject to an endogenous financing constraint. The threat of future funding shortfalls lowers the value of the firm's timing options and encourages acceleration of investment beyond the first‐best optimal level. As well as highlighting another way by which capital market frictions can distort investment behavior, this result implies that (1) the sensitivity of investment to cash flow can be greatest for high‐liquidity firms and (2) greater uncertainty has an ambiguous effect on investment.

Technical Details

RePEc Handle
repec:bla:jfinan:v:58:y:2003:i:5:p:2143-2166
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24