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An Agency Model for Trade Credit Policy

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Author Info
Bastos, Rafael (Departamento de Administración y Economía de la Empresa, Universidad de Salamanca)
Pindado, Julio () (Departamento de Administración y Economía de la Empresa, Facultad de Economía y Empresa, Universidad de Salamanca)

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Abstract

This article proposes an agency model to explain the trade credit offer to clients. Our model is based on the existence of asymmetric information between sellers and buyers, which results in the appearance of two phenomena known as adverse selection and moral hazard. The former has already been explored by other authors, but not the latter, i.e., the possibility of the buyer not paying the provider. The results obtained indicate that days of sales outstanding of firms are positively related to adverse selection and negatively related to moral hazard. In order to test the moral hazard hypothesis, we use three variables: variable cost, demand elasticity and bad debts. Variable cost and demand elasticity present the expected relation, but bad debts only presents the negative expected relation at low levels, which suggests that when a firm presents high levels of bad debts the risk of the portfolio of clients is also high. In this case, the clients are more likely to present a low liquidity situation and consequently do not take advantage of the use of cash discounts. Traditional models are also tested and compared with the proposed model. We did not find evidence to support tax theory or to support the operational argument of transaction cost theory. We find weak evidence to support the liquidity theory, while the asymmetric information theory was confirmed. A comparison between the agency model proposed and traditional models concluded that the Agency model reached better results in the explanation of the subject of study.

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Paper provided by Interuniversitary Doctorate Program "New Trends on Business Administration", Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Doctorado Interuniversitario "Nuevas Tendencias en Dirección de Empresas", Universidades de Valladolid, Burgos y Salamanca (España). in its series Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas". Working Papers "New Trends on Business Administration". with number 2005-03.

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Length: 26 pages
Date of creation: Jun 2005
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Handle: RePEc:ntd:wpaper:2005-03

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Related research
Keywords: Trade Credit Asymmetric Information Adverse Selection Moral Hazard

Find related papers by JEL classification:
G30 - Financial Economics - - Corporate Finance and Governance - - - General

References listed on IDEAS
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  1. Marc Deloof & Marc Jegers, 1999. "Trade Credit, Corporate Groups, and the Financing of Belgian Firms," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 26(7&8), pages 945-966. [Downloadable!] (restricted)
  2. Ferris, J Stephen, 1981. "A Transactions Theory of Trade Credit Use," The Quarterly Journal of Economics, MIT Press, vol. 96(2), pages 243-70, May. [Downloadable!] (restricted)
  3. Nilsen, Jeffrey H, 2002. "Trade Credit and the Bank Lending Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 226-53, February.
    Other versions:
  4. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October. [Downloadable!] (restricted)
  5. Kandori, Michihiro, 1992. "Social Norms and Community Enforcement," Review of Economic Studies, Blackwell Publishing, vol. 59(1), pages 63-80, January. [Downloadable!] (restricted)
  6. Titman, Sheridan & Wessels, Roberto, 1988. " The Determinants of Capital Structure Choice," Journal of Finance, American Finance Association, vol. 43(1), pages 1-19, March. [Downloadable!] (restricted)
  7. Chee K. Ng & Janet Kiholm Smith & Richard L. Smith, 1999. "Evidence on the Determinants of Credit Terms Used in Interfirm Trade," Journal of Finance, American Finance Association, vol. 54(3), pages 1109-1129, 06. [Downloadable!] (restricted)
  8. Brick, Ivan E & Fung, William K H, 1984. " Taxes and the Theory of Trade Debt," Journal of Finance, American Finance Association, vol. 39(4), pages 1169-76, September. [Downloadable!] (restricted)
  9. Mian, Shehzad L & Smith, Clifford W, Jr, 1992. " Accounts Receivable Management Policy: Theory and Evidence," Journal of Finance, American Finance Association, vol. 47(1), pages 169-200, March. [Downloadable!] (restricted)
  10. John McMillan & Christopher Woodruff, 1999. "Interfirm Relationships And Informal Credit In Vietnam," The Quarterly Journal of Economics, MIT Press, vol. 114(4), pages 1285-1320, November. [Downloadable!] (restricted)
    Other versions:
  11. Smith, Janet Kiholm, 1987. " Trade Credit and Informational Asymmetry," Journal of Finance, American Finance Association, vol. 42(4), pages 863-72, September. [Downloadable!] (restricted)
  12. Brennan, Michael J & Maksimovic, Vojislav & Zechner, Josef, 1988. " Vendor Financing," Journal of Finance, American Finance Association, vol. 43(5), pages 1127-41, December. [Downloadable!] (restricted)
  13. Petersen, Mitchell A & Rajan, Raghuram G, 1997. "Trade Credit: Theories and Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(3), pages 661-91.
    Other versions:
  14. Michael S. Long & Ileen B. Malitz & S. Abraham Ravid, 1993. "Trade Credit, Quality Guarantees, and Product," Financial Management, Financial Management Association, vol. 22(4), Winter.
  15. Biais, Bruno & Gollier, Christian, 1997. "Trade Credit and Credit Rationing," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 10(4), pages 903-37.
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