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Journal of Corporate Finance Vol. 11 No. 4 2005

Investment, cash flow, and corporate hedging

Sanjay Deshmukh1; Stephen C. Vogt2

1 DePaul University · 2 Mesirow Financial, Chicago, IL 60610, USA

Abstract

We examine the underinvestment rationale for corporate hedging and test the hypothesis that if firms hedge to reduce both their reliance on external funds and the volatility of internal cash flow, then their investment spending should be less sensitive to prehedged cash flow. Our results are consistent with this hypothesis and indicate that investment spending is less sensitive to cash flow for hedgers than for nonhedgers. We also find that among hedgers, investment spending is less sensitive to cash flow when the extent of hedging is higher. Our results are generally robust to five different measures of cash flow.

DOI
10.1016/j.jcorpfin.2005.02.004
Volume
11
Issue
4
Pages
628-644
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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