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Renegotiation and the Impossibility of Optimal Investment

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Author Info
Persons, John C
Abstract

In a model with asymmetric information and external equity financing, it is impossible to achieve socially optimal investment because of renegotiation possibilities. The contractual solution suggested by Dybvig and Zender (1991) is not dynamically consistent--the manager's contract would be renegotiated, resulting in inefficient investment. Moreover, no other compensation contract that would induce the manager to invest efficiently survives renegotiation. Contracts that pay the manager based on the stock price, while producing suboptimal investment as in Myers and Majluf (1984), are robust to renegotiation. Article published by Oxford University Press on behalf of the Society for Financial Studies in its journal, The Review of Financial Studies.

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Article provided by Oxford University Press for Society for Financial Studies in its journal Review of Financial Studies.

Volume (Year): 7 (1994)
Issue (Month): 2 ()
Pages: 419-49
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Handle: RePEc:oup:rfinst:v:7:y:1994:i:2:p:419-49

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  1. Oliver Hart, 2001. "Financial Contracting," Harvard Institute of Economic Research Working Papers 1924, Harvard - Institute of Economic Research. [Downloadable!]
  2. Caroline Fohlin, 1998. "Banking systems and economic growth: lessons from Britain and Germany in the pre-World War I era," Review, Federal Reserve Bank of St. Louis, issue May, pages 37-48. [Downloadable!]
  3. Walter Novaes, 1999. "Managerial turnover and leverage under a takeover threat," Textos para discussão 402, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  4. Jun-Koo Kang & Rene M. Stulz, 1994. "How Different is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues," NBER Working Papers 4908, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. Oliver Hart, 2001. "Financial Contracting," NBER Working Papers 8285, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. John C. Persons, . "Fully Revealing Equilibria with Suboptimal Investment," Research in Financial Economics 9507, Ohio State University. [Downloadable!]
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