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The Call, Sinking Fund, and Term-To-Maturity Features of Corporate Bonds: An Empirical Investigation

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Author Info
Mitchell, Karlyn
Abstract

Do bond-issuing firms attempt to choose the call, sinking fund, and term-to-maturity features of bonds to improve shareholder wealth? This paper develops and tests two hypotheses about the determinants of bond features using a conditional logistic model. The model is estimated on a sample of bonds issued between 1982 and 1986. Model estimates show that a bond's call, sinking fund, and term-to-maturity features are statistically related to the issuing firm's retention ratio, ratio of convertible to long-term debt, two-year change in net operating income, and whether the firm is listed on the NYSE and included in the S P400. These findings support the view that firms financing highquality projects, but facing information asymmetries, choose shorter-term (medium-term) callable bonds with and without the sinking fund feature.

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Publisher Info
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 26 (1991)
Issue (Month): 02 (June)
Pages: 201-222
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:jfinqa:v:26:y:1991:i:02:p:201-222_00

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  1. Degryse, H.A. & Goeij, P. C. de & Kappert, P., 2009. "The Impact of Firm and Industry Characteristics on Small Firms' Capital Structure: Evidence from Dutch Panel Data," Discussion Paper 2009-21, Tilburg University, Center for Economic Research. [Downloadable!]
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  2. Maria do Rosario Correia & Scott C. Linn & Andrew Marshall, 2004. "An Empirical Investigation of Debt Contract Design: The Determinants of the Choice of Debt Terms in Eurobond Issues," FEP Working Papers 148, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
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