Contractual incompleteness, limited liability and asset price bubbles

A-Tier
Journal: Journal of Financial Economics
Year: 2015
Volume: 116
Issue: 2
Pages: 383-409

Authors (2)

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

When should we expect bubbles? Can levered intermediaries bid up risky asset prices through asset substitution? We study an economy with financial intermediaries that issue debt and equity to buy risky assets. Asset substitution alone cannot cause bubbles because it is priced into the intermediaries׳ securities. But incomplete contracts and managerial agency problems can make intermediaries take excessive risk to exploit limited liability, bidding up risky asset prices. This destroys welfare through misallocation of resources. We argue that incentives for private monitoring cannot solve this problem. Finally, even without agency problems, debt subsidies will create similar effects.

Technical Details

RePEc Handle
repec:eee:jfinec:v:116:y:2015:i:2:p:383-409
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25