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Investment and Q in Spanish Manufacturing Firms

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Author Info
Alonso-Borrego, Cesar
Bentolila, Samuel

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Abstract

In this paper, the authors present estimates of Tobin's Q for a panel of Spanish firms over the period 1983-87 and test the Q theory of investment. The results are threefold. First, Q is significant in the investment equation but a variable proxying for liquidity constraints is also significant. Second, once those variables are included, sales are not significant. Third, the adjustment costs implied by the authors' estimated parameter are lower than those found in international empirical literature. Copyright 1994 by Blackwell Publishing Ltd

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Publisher Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 56 (1994)
Issue (Month): 1 (February)
Pages: 49-65
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Handle: RePEc:bla:obuest:v:56:y:1994:i:1:p:49-65

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049

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  3. Jason G. Cummins & Kevin A. Hassett & R. Glenn Hubbard, 1996. "Tax Reforms and Investment: A Cross-Country Comparison," NBER Working Papers 5232, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Silvio Rendón, 2001. "Job Creation under Liquidity Constraints: the Spanish Case," Banco de España Working Papers 0101, Banco de España. [Downloadable!]
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  6. R. Glenn Hubbard, 1997. "Capital-Market Imperfections and Investment," NBER Working Papers 5996, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  7. Ángel Estrada & Javier Vallés, 1998. "Investment and financial structure in Spanish manufacturing firms," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 337-359, September. [Downloadable!]
  8. Cristina Barceló, 2007. "A Q-model of labour demand," Investigaciones Economicas, Fundación SEPI, vol. 31(1), pages 43-78, January. [Downloadable!]
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  9. Andrew Benito, 2003. "The capital structure decisions of firms: is there a pecking order?," Banco de España Working Papers 0310, Banco de España. [Downloadable!]
  10. Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 1999. "Investment behavior, observable expectations, and internal funds," Finance and Economics Discussion Series 1999-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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