Essays on firm dynamics and financial markets

This thesis aims to better understand the interplay between financial markets and firm dynamics. In the first chapter I study the firm-level implications of asset bubbles. I relax the no-Ponzi-game condition in a model with firm heterogeneity and firm entry and exit. In equilibrium, the price of a f...

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Detalhes bibliográficos
Autor: Tang, Haozhou
Tipo de documento: tese
Estado:Versão publicada
Data de publicação:2017
País:España
Recursos:CBUC, CESCA
Repositório:TDR. Tesis Doctorales en Red
OAI Identifier:oai:www.tdx.cat:10803/459158
Acesso em linha:http://hdl.handle.net/10803/459158
Access Level:Acceso aberto
Palavra-chave:Financial markets
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Descrição
Resumo:This thesis aims to better understand the interplay between financial markets and firm dynamics. In the first chapter I study the firm-level implications of asset bubbles. I relax the no-Ponzi-game condition in a model with firm heterogeneity and firm entry and exit. In equilibrium, the price of a firm may contain a bubble component in addition to the fundamental component, i.e. the net present value of profits. I show that bubbles act as subsidies to firm entry because they raise the return on the establishment and investment of new firms. The second chapter investigates different types of exiters by embedding different endogenous firm exit into a model with heterogeneous firms. The main finding is that in a recession, highly leveraged firms with high productivity but few assets become very likely to exit. However, due to the low wage rate in a recession, low leverage firms with low productivity become even more likely to survive. The prediction is consistent with our firm-level evidence about leverage.