«ΣΠΟΥΔΑΙ», Τόμος 56, Τεύχος 4ο, (2006) / «SPOUDAI», Vol. 56, No 4, (2006), University of Piraeus, pp. 7-16 INVESTMENT UNDER LIQUIDITY CONSTRAINTS AND UNCERTAINTY: INVESTIGATING THE EFFECTS OF IRREVERSIBILITY By Konstantinos Drakos* Eleftherios Goulas** and Christos Kallandranis*** *Assistant Professor, Department of Economics, University of Patras, Rio University Campus, **Ph.D. candidate, Department of Economics, University of Patras, ***Ph.D. candidate, Department of Economics, University of Patras. Abstract Irreversibility affects investment spending via two channels, a) financial constraints and b) uncertainty. According to our results, the impact of cash flow is accentuated for sectors facing higher irreversibility, implying that their investment spending is more sensitive to internal funds. In addition, the investment-uncertainty derivative is of larger magnitude for the group of sectors facing higher irreversibility. JEL Classifications: C23; E22; G31. Keywords: Capital Market Imperfections; Investment; Irreversibility; Uncertainty. 1. Introduction An extensive body of the literature on business fixed investment spending has focused on the effects of deviating from the Modigliani and Miller para- digm of perfect capital markets. These deviations, generated by informational asymmetries between lenders and borrowers, may lead to credit rationing where certain firms are denied access to credit altogether or, allowed to borrow provided they pay a substantial premium (Stiglitz and Weiss, 1981; Mayers and Majluf, 1984). A testable implication of this is that investment spending of financially constrained firms ought to exhibit excess sensitivity to cash flow or, in general, measures of internal liquidity. Numerous studies have provided evi- dence in favor of this hypothesis, by documenting that investment spending of firms classified as financially constrained (according to some observable attrib- ute such as dividend payout, leverage, size, age) exhibits significantly higher dependence on internal funds (Fazzari et. at, 1988; Whited, 1992; Hubbard et. al, 1995; Vijverberg, 2004). An equally extensive literature has focused on the impact of uncertainty on