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

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Author Info
Joaquim J.S. Ramalho () (Department of Economics, University of Évora)
Jacinto Vidigal da Silva () (Department of Mangment, University of Évora)

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Abstract

A key theme in corporate finance has been the study of the main factors that affect the financing decisions of firms. In this paper we examine the following two hypotheses which traditional theories of capital structure are relatively silent about: (i) the determinants of capital structure 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 amount issued, we find strong support for both hypotheses. Nevertheless, the pecking-order theory seems to be suitable to describe the capital structure choices made by all size-based groups of firms

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File URL: http://www.decon.uevora.pt/working_papers.php?id=211
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Publisher Info
Paper provided by University of Évora, Department of Economics (Portugal) in its series Economics Working Papers with number 9_2006.

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Length: 32 pages
Date of creation: 2006
Date of revision:
Handle: RePEc:evo:wpecon:9_2006

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Related research
Keywords: Corporate finance; capital structure; leverage; micro firms; SMEs; fractional data; two-part model;

Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

This paper has been announced in the following NEP Reports:

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!]
  2. Cardoso, Ana Rute & Fontainha, Elsa & Monfardini, Chiara, 2008. "Children and Parents Time Use: Empirical Evidence on Investment in Human Capital in France, Italy and Germany," IZA Discussion Papers 3815, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  3. Harald Oberhofer & Michael Pfaffermayr, . "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Working Papers 2009-02, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
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This page was last updated on 2009-11-22.


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