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A Test of Stulz's Overinvestment Hypothesis

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Author Info
Klock, Mark
Thies, Clifford F

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Abstract

In a world with agency costs and asymmetric information, managers will have difficulty raising external funds since they have incentives to overinvest. Stulz argues that this leads to an optimal level of debt since this is one way to bond cash flows and reduce managerial discretion. However, unexpected cash flows cannot be so easily bonded. Thus, an implication of the Stulz hypothesis is that investment will be affected more by unexpected cash flows. Additionally, Stulz's hypothesis is most compelling for firms with low "q" ratios. Support is found for Stulz's hypothesis, and the support is strongest for low "q" firms. Copyright 1995 by MIT Press.

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Publisher Info
Article provided by Eastern Finance Association in its journal The Financial Review.

Volume (Year): 30 (1995)
Issue (Month): 3 (August)
Pages: 387-98
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Handle: RePEc:bla:finrev:v:30:y:1995:i:3:p:387-98

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Web page: http://www.easternfinance.org/
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Web: http://www.blackwellpublishing.com/subs.asp?ref=0732-8516

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. Pablo de Andrés-Alonso & Valentín Azofra-Palenzuela & Juan A. Rodríguez-Sanz, 2000. "Endeudamiento, oportunidades de crecimiento y estructura contractual: un contraste empírico para el caso español," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 641-679, September. [Downloadable!]
  2. Christopher F. Baum & Clifford F. Thies, 1996. "Q, Cash Flow and Investment: An Econometric Critique," Boston College Working Papers in Economics 332., Boston College Department of Economics. [Downloadable!]
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