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Preemptive Investment Timing

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Author Info
David E. Mills
Abstract

This article examines timing and profits in investment-timing games where two or more firms vie to make an indivisible one-time investment. It shows that whether perfect-Nash equilibrium timing strategies eliminate rents depends on whether it is costly for rivals to threaten preemption credibly. Where credible threats are costless to make, the investor's rents are eliminated by preemptive timing. Where credible threats are costly to make, as where investments are made in steps, however, the equilibrium is nearly the same as where the investor has no rivals. That is, rivals have almost no effect on the investor's timing and profit. These results have close analogies in the literature on patent races and in contestable-market theory.

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Publisher Info
Article provided by The RAND Corporation in its journal RAND Journal of Economics.

Volume (Year): 19 (1988)
Issue (Month): 1 (Spring)
Pages: 114-122
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Handle: RePEc:rje:randje:v:19:y:1988:i:spring:p:114-122

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  1. Marcel Boyer & Pierre Lasserre & Thomas Mariotti & Michel Moreaux, 2001. "Real Options, Preemption, and the Dynamics of Industry Investments," CIRANO Working Papers 2001s-64, CIRANO. [Downloadable!]
    Other versions:
  2. Marcel Boyer & Pierre Lasserre & Michel Moreaux, 2007. "The Dynamics of Industry Investments," CIRANO Working Papers 2007s-09, CIRANO. [Downloadable!]
  3. Bergman, Mats A., 1998. "Endogenous Timing of Investments Yields Modified Stackelberg Outcomes," Working Paper Series in Economics and Finance 272, Stockholm School of Economics. [Downloadable!]
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This page was last updated on 2008-10-9.


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