Exit options and dividend policy under liquidity constraints
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Publication:5406948
DOI10.1111/IERE.12046zbMATH Open1292.91183OpenAlexW1582755675MaRDI QIDQ5406948FDOQ5406948
Authors: Pauli Murto, Marko Terviö 
Publication date: 4 April 2014
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/iere.12046
Recommendations
- Firm behaviour under the threat of liquidation
- Investment and dividends under irreversibility and financial constraints
- Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs
- Exit strategies and price uncertainty: A Greenian approach
- Optimal payout policy in presence of downside risk
Cites Work
- Optimal Lending Contracts and Firm Dynamics
- Option pricing: A simplified approach
- Risk vs. profit potential:
- Entry, Exit, and firm Dynamics in Long Run Equilibrium
- Super contact and related optimality conditions
- Firm behaviour under the threat of liquidation
- Corporate portfolio management
- Optimal dividend policy and growth option
- Profit Maximization and the Market Selection Hypothesis
- Exit options and dividend policy under liquidity constraints
Cited In (5)
- Exit Options in Corporate Finance: Liquidity versus Incentives*
- Dividend policy and capital structure of a defaultable firm
- Learning about profitability and dynamic cash management
- Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs
- Exit options and dividend policy under liquidity constraints
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