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A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms

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Author Info
Joaquim J.S. Ramalho
Jacinto Vidigal da Silva

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Abstract

In this paper we examine the following two hypotheses, which traditional theories of capital structure are relatively silent about: (i) the determinants of financial leverage decisions are different for micro, small, medium and large firms; and (ii) the factors that determine whether or not a firm issues debt are different from those that determine how much debt it issues. Using a binary choice model to explain the probability of a firm raising debt and a fractional regression model to explain the relative amount of debt issued, we find strong support for both hypotheses. Confirming recent empirical evidence, we find also that, although larger firms are more likely to use debt, conditional on their having some debt, firm size is negatively related to the proportion of debt used by firms.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/14697680802448777&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Quantitative Finance.

Volume (Year): 9 (2009)
Issue (Month): 5 ()
Pages: 621-636
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Handle: RePEc:taf:quantf:v:9:y:2009:i:5:p:621-636

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Related research
Keywords: Capital structure; Financial leverage; Zero leverage; Micro firms; SMEs; Fractional data; Two-part model;

Cited by:
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  1. Harald Oberhofer, 2009. "Firm growth, European industry dynamics and domestic business cycles," Working Papers 2009-18, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
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This page was last updated on 2009-11-8.


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