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Investment, Liquidity Constraints and Bank Relationships: Evidence from German Manufacturing Firms

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Elston, Julie Ann

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Abstract

This paper presents evidence supporting the theory that informational and incentive problems in capital markets affect firm investment. This hypothesis is tested by estimating investment equations for two groups of German manufacturing firms. The first group of firms are those with bank ownership, suggesting lower costs to banks of obtaining information and better access to capital for the firm. The second group contains independent firms, that are expected to face greater external financing costs and liquidity constraints. Findings support the hypothesis of greater investment sensitivity to liquidity constraints, as well as increased investment sensitivity over time, for the group of independent firms.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 1329.

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Date of creation: Jan 1996
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Handle: RePEc:cpr:ceprdp:1329

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Related research
Keywords: Banks; Germany; Investment; Liquidity;

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Find related papers by JEL classification:
E22 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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  1. Fohlin, Caroline, 1998. "Historical and Theoretical Debates Over Financial Systems and Industrialization," Working Papers 1028, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  2. Audretsch, David B. & Elston, Julie Ann, 2000. "Does Firm Size Matter? Evidence on the Impact of Liquidity Constraints of Firm Investment Behavior in Germany," Discussion Paper Series 26306, Hamburg Institute of International Economics. [Downloadable!]
    Other versions:
  3. Steven Ongena, 1999. "Lending Relationships, Bank Default and Economic Activity," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 6(2), pages 257-280, July. [Downloadable!] (restricted)
  4. Catherine Fuss & Philip Vermeulen, 2006. "The response of firms‘ investment and financing to adverse cash flow shocks - the role of bank relationships," Working Paper Series 658, European Central Bank. [Downloadable!]
  5. Dietmar Harhoff, 1997. "Are There Financing Constraints for R&D and Investment in German Manufacturing Firms?," CIG Working Papers FS IV 97-45, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
    Other versions:
  6. Franz R. Hahn, 2002. "The Politics of Financial Development. The Case of Austria," WIFO Working Papers 187, WIFO. [Downloadable!]
  7. Hellwig, Martin, 1998. "On the Economics and Politics of Corporate Finance and Corporate Control," Sonderforschungsbereich 504 Publications 98-43, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  8. Kaiser, Ulrich, 2001. "Moving in and out of financial distress : evidence for newly founded service sector firms," ZEW Discussion Papers 01-09, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  9. 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!]
    Other versions:
  10. Hans Joachim Voth, 2000. "With a Bang, not a Whimper: Pricking Germany's "Stock Market Bubble" in 1927 and the Slide into Depression," Economics Working Papers 516, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    Other versions:
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