The effect of market conditions on capital structure adjustment
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 1 (2004)
Issue (Month): 1 (March)
Contact details of provider:
Web page: http://www.elsevier.com/locate/frl
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ivo Welch, 2002.
"Capital Structure and Stock Returns,"
Yale School of Management Working Papers
ysm263, Yale School of Management, revised 01 Aug 2003.
- Frank, Murray Z. & Goyal, Vidhan K., 2003. "Testing the pecking order theory of capital structure," Journal of Financial Economics, Elsevier, vol. 67(2), pages 217-248, February.
- Stock, James H & Watson, Mark W, 1993.
"A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems,"
Econometric Society, vol. 61(4), pages 783-820, July.
- James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
- Tom Doan, . "SWDOLS: RATS procedure to estimate cointegrating vectors using dynamic OLS," Statistical Software Components RTS00207, Boston College Department of Economics.
- Eugene F. Fama & Kenneth R. French, .
"Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”,"
CRSP working papers
506, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
- Eugene F. Fama, 2002. "Testing Trade-Off and Pecking Order Predictions About Dividends and Debt," Review of Financial Studies, Society for Financial Studies, vol. 15(1), pages 1-33, March.
- Malcolm Baker & Jeffrey Wurgler, 2002.
"Market Timing and Capital Structure,"
Journal of Finance,
American Finance Association, vol. 57(1), pages 1-32, 02.
- Myers, Stewart C, 1984. " The Capital Structure Puzzle," Journal of Finance, American Finance Association, vol. 39(3), pages 575-92, July.
- John R. Graham, 2003. "Taxes and Corporate Finance: A Review," Review of Financial Studies, Society for Financial Studies, vol. 16(4), pages 1075-1129.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Ogaki, M. & Park, Y.Y., 1989.
"A Cointegration Approach To Estimating Preference Parameters,"
RCER Working Papers
209, University of Rochester - Center for Economic Research (RCER).
- Ogaki, Masao & Park, Joon Y., 1997. "A cointegration approach to estimating preference parameters," Journal of Econometrics, Elsevier, vol. 82(1), pages 107-134.
- Myers, Stewart C., 1984. "Capital structure puzzle," Working papers 1548-84., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Stewart C. Myers, 1984. "Capital Structure Puzzle," NBER Working Papers 1393, National Bureau of Economic Research, Inc.
- Tijs de Bie & Leo de Haan, 2004.
"Does market timing drive capital structures? A panel data study for Dutch firms,"
DNB Working Papers
016, Netherlands Central Bank, Research Department.
- Tijs Bie & Leo Haan, 2007. "Market Timing and Capital Structure: Evidence for Dutch Firms," De Economist, Springer, vol. 155(2), pages 183-206, June.
- Dewaelheyns, Nico & Van Hulle, Cynthia, 2010.
"Capital structure dynamics in private business groups,"
Open Access publications from Katholieke Universiteit Leuven
urn:hdl:123456789/272313, Katholieke Universiteit Leuven.
- Dewaelheyns, Nico & Van Hulle, Cynthia, 2009. "Capital structure dynamics in private business groups," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/264500, Katholieke Universiteit Leuven.
- Dewaelheyns, Nico & Van Hulle, Cynthia, 2010. "Capital structure dynamics in private business groups," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/387728, Katholieke Universiteit Leuven.
- Dewaelheyns, Nico & Van Hulle, Cynthia, 2009. "Capital structure dynamics in private business groups," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/385978, Katholieke Universiteit Leuven.
- Duc Khuong Nguyen & Adel Boubaker, 2009. "Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure?," Economics Bulletin, AccessEcon, vol. 29(1), pages 169-181.
- Eric Molay, 2005. "La structure financière du capital:tests empiriques sur le marché français," Revue Finance Contrôle Stratégie, revues.org, vol. 8(4), pages 153-175, December.
- Ramzi Drissi & Tarek Ghazouani & Assaad Ghazouani, 2013. "Financial Decision of Tunisian Firms in the Context of Market Timing Theory," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 923 - 931.
- Eric Molay, 2006. "Un Test De La Théorie Du Financement Hiérarchisé Sur Données De Panel Françaises," Post-Print halshs-00515707, HAL.
- Murray Z. Frank & Vidhan K. Goyal, 2009.
"Capital Structure Decisions: Which Factors Are Reliably Important?,"
Financial Management Association International, vol. 38(1), pages 1-37, 03.
- Frank, Murray Z. & Goyal, Vidhan K., 2009. "Capital Structure Decisions: Which Factors are Reliably Important?," MPRA Paper 22525, University Library of Munich, Germany.
- Guney, Yilmaz & Li, Ling & Fairchild, Richard, 2011. "The relationship between product market competition and capital structure in Chinese listed firms," International Review of Financial Analysis, Elsevier, vol. 20(1), pages 41-51, January.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.