Equilibrium Investment and Asset Prices under Imperfect Corporate Control

S-Tier
Journal: American Economic Review
Year: 2005
Volume: 95
Issue: 3
Pages: 659-681

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

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

Abstract

We integrate a widely accepted version of the separation of ownership and control—Michael Jensen's (1986) free cash flow theory—into a dynamic equilibrium model, and study the effect of imperfect corporate control on asset prices and investment. Aggregate free cash flow of the corporate sector is an important state variable in explaining asset prices, investment, and the cyclical behavior of interest rates and the yield curve. The financial friction causes cash-flow shocks to affect investment, and causes otherwise i.i.d. shocks to be transmitted from period to period. The shocks propagate through large firms and during booms.

Technical Details

RePEc Handle
repec:aea:aecrev:v:95:y:2005:i:3:p:659-681
Journal Field
General
Author Count
3
Added to Database
2026-01-25