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Some aspects regarding the financial structure theories

  • Visinescu, Sorin
  • Micuda, Dan

In this paper the authors survey financial structure theories, from the start-up point, which is considered Modigliani and Miller’s capital structure irrelevance theorem, to recent theories, such as the pecking order and the market timing theory. For each type of model, a brief overview of the papers surveyed and their relation to each other is provided.

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File URL: http://mpra.ub.uni-muenchen.de/30412/1/MPRA_paper_30412.pdf
File Function: original version
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 30412.

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Date of creation: 2009
Date of revision:
Handle: RePEc:pra:mprapa:30412
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  1. Harold Cole & Andrew Atkeson, 2004. "A Dynamic Theory of Optimal Capital Structure and Executive Compensation," 2004 Meeting Papers 267, Society for Economic Dynamics.
  2. Harris, Milton & Raviv, Artur, 1991. " The Theory of Capital Structure," Journal of Finance, American Finance Association, vol. 46(1), pages 297-355, March.
  3. Goldstein, Robert & Ju, Nengjiu & Leland, Hayne, 2001. "An EBIT-Based Model of Dynamic Capital Structure," The Journal of Business, University of Chicago Press, vol. 74(4), pages 483-512, October.
  4. Michael R. Roberts & Mark T. Leary, 2004. "Do Firms Rebalance Their Capital Structures?," Econometric Society 2004 North American Summer Meetings 52, Econometric Society.
  5. Malcolm Baker & Jeffrey Wurgler, 2002. "Market Timing and Capital Structure," Journal of Finance, American Finance Association, vol. 57(1), pages 1-32, 02.
  6. Graham, John R. & Harvey, Campbell R., 2001. "The theory and practice of corporate finance: evidence from the field," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 187-243, May.
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