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Investments, financial structure and imperfect financial markets: An intertemporal discrete-time framework

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Author Info
Marco Mazzoli
Abstract

This paper deals with the problem of simultaneity between the firm's investments and financial structure in the context of dynamic optimization where the process of information spreading that associates the profitability of the firm to its share price only takes part gradually, due to market imperfections and diverging incentives between shareholders and managers. In particular, the latter are assumed to hold the control of the firm and decide upon the allocation of its cash-flow. This creates a link between cash-flow and rate of discount of profits, generating a 'financial channel of transmission’ of the real shocks.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal The European Journal of Finance.

Volume (Year): 11 (2005)
Issue (Month): 3 (June)
Pages: 247-258
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Handle: RePEc:taf:eurjfi:v:11:y:2005:i:3:p:247-258

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Related research
Keywords: Investment; intertemporal firm choice; capital structure; financing policy;

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  1. Bruce C. Greenwald & Joseph E. Stiglitz, 1990. "Macroeconomic Models with Equity and Credit Rationing," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 15-42 National Bureau of Economic Research, Inc. [Downloadable!]
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  2. Marcus Miller & Paul Weller & Lei Zhang, 2002. "Moral Hazard and the US Stock Market: Analysing the "Greenspan Put"," Economic Journal, Royal Economic Society, vol. 112(478), pages C171-C186, March. [Downloadable!] (restricted)
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  3. Jeffrey I. Bernstein & M. Ishaq Nadiri, 1982. "Financing and Investment in Plant and Equipment and Research and Development," NBER Working Papers 1017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Joao F. Gomes, 2001. "Financing Investment," American Economic Review, American Economic Association, vol. 91(5), pages 1263-1285, December. [Downloadable!] (restricted)
  5. Olivier J. Blanchard & Florencio Lopez-de-Silane, 1993. "What do Firms do with Cash Windfalls?," NBER Working Papers 4258, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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