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The Dynamics of Cash

https://doi.org/10.2139/ssrn.1569529
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21/21 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

1 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 21 checked references that resolve
resolves10.1016/j.jfi.2007.04.001
Is cash negative debt? A hedging perspective on corporate financial policies
resolves10.1111/j.1540-6261.2004.00679.x
The Cash Flow Sensitivity of Cash
resolves10.3386/w1151
Real Determinants of Corporate Leverage
resolves10.3386/w8750
When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
resolves10.3386/w12534
Why Do U.S. Firms Hold So Much More Cash Than They Used To?
resolves10.1016/s0304-4076(98)00009-8
Initial conditions and moment restrictions in dynamic panel data models
resolves10.1016/j.jfineco.2004.07.004
Payout policy in the 21st century
resolves10.1111/j.1540-6261.2008.01421.x
How and When Do Firms Adjust Their Capital Structures toward Targets?
resolves10.1016/j.jfineco.2005.03.004
Partial adjustment toward target capital structures
resolves10.1162/00335530360535162
Corporate Governance and Equity Prices
resolves10.2139/ssrn.1102518
Corporate Liquidity and Solvency
resolves10.1016/j.jeconom.2006.07.005
Long difference instrumental variables estimation for dynamic panel models with fixed effects
resolves10.1016/j.jfineco.2007.04.002
Corporate governance and firm cash holdings in the US
resolves10.1017/s0022109009090152
Testing Theories of Capital Structure and Estimating the Speed of Adjustment
resolves10.2139/ssrn.1542691
Reconciling Estimates of the Speed of Adjustment of Leverage Ratios
resolves10.1162/003355397555163
Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?
resolves10.1111/j.1540-6261.2005.00811.x
Do Firms Rebalance Their Capital Structures?
resolves10.1111/j.1540-6261.2008.01369.x
Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure
resolves10.2139/ssrn.1333946
Adjusting to Target Capital Structure: The Effect of Credit Lines
resolves10.2139/ssrn.1508556
Agency Conflicts and Cash: Estimates from a Structural Model
resolves10.3386/w6234
The Determinants and Implications of Corporate Cash Holdings
The 1 reference without a DOI — listed, not checked
no DOI — not checkedDo Adjustment Costs Impede Realization of Target Capital Structure?
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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