Critical Finance Review > Vol 13 > Issue 3-4

The Corporate Propensity to Dissave

Vikram K. Nanda, Naveen Jindal School of Business, University of Texas at Dallas, USA, vikram.nanda@utdallas.edu , Alexander A. Vadilyev, College of Business and Economics, Australian National University, Australia, alexander.vadilyev@anu.edu.au
 
Suggested Citation
Vikram K. Nanda and Alexander A. Vadilyev (2024), "The Corporate Propensity to Dissave", Critical Finance Review: Vol. 13: No. 3-4, pp 367-418. http://dx.doi.org/10.1561/104.00000148

Publication Date: 12 Aug 2024
© 2024 Vikram K. Nanda and Alexander A. Vadilyev
 
Subjects
 
Keywords
D25G31G32
Corporate propensity to dissaveNegative cash flowDisinvestment inertiaCash flow identityq measurement error
 

Share

Download article
In this article:
1. Data, Variables and Empirical Strategy 
2. Hypothesis Tests 
3. Conclusion 
Appendix A. The Allocation of Cash Flow Across Various Uses 
Appendix B. Fama–MacBeth OLS and GMM Coefficients for Dissaving Propensities 
Appendix C. Subsamples of Positive and Negative Cash Flows. 
References 

Abstract

Extending the results of Riddick and Whited (2009), we show that firms systematically dissave from liquid assets in response to negative cash flow. This dissaving behavior is consistent with firms’ rational willingness to absorb negative productivity shocks and retain assets that could become productive in the future. Dissaving behavior significantly varies with the levels of financial constraints, cash reserves, cash flow uncertainty and losses. Our evidence is obtained within the integrated regression framework, in which the cash flow identity holds implicitly, and using both OLS and q measurement-error consistent estimators. Because a large and growing fraction of U.S. firms yield negative cash flow, the corporate propensity to dissave is a systematic phenomenon.

DOI:10.1561/104.00000148