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Strategic Debt: Evidence from Bertrand and Cournot Competition

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Author Info
Abe de Jong () (RSM Erasmus University)
Thuy Thu Nguyen () (RSM Erasmus University)
Mathijs A. van Dijk () (RSM Erasmus University)

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Abstract

We investigate how competitive behavior affects the capital structure of a firm. Theory predicts that the impact of different types of output market uncertainty (in particular, unanticipated shocks in demand and costs) on a firm's leverage depends on the type of competition in an industry. We test these predictions in a sample of U.S. manufacturing firms by classifying firms into Cournot competition (strategic substitutes), and Bertrand competition (strategic complements). We show that demand uncertainty is positively related to leverage for firms in both the Cournot and the Bertrand sample. Cost uncertainty has a significantly positive impact on the leverage of Cournot firms, but plays a negligible role for Bertrand firms. Our results support the strategic use of debt and highlight the role of firms' competitive behavior in the product market in their capital structure decisions.

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Publisher Info
Paper provided by Development and Policies Research Center (DEPOCEN), Vietnam in its series Working Papers with number 11.

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Length: 31 pages
Date of creation: 2008
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Handle: RePEc:dpc:wpaper:1108

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Related research
Keywords: Strategic debt Cournot competition Bertrand competition demand and cost uncertainty leverage

Find related papers by JEL classification:
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
L10 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - General
L60 - Industrial Organization - - Industry Studies: Manufacturing - - - General

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This page was last updated on 2008-10-2.


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