IDEAS home Printed from https://ideas.repec.org/r/ecl/ohidic/2017-28.html
   My bibliography  Save this item

Corporate Deleveraging and Financial Flexibility

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Robert W. Faff, 2019. "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 1-13.
  2. Kisser, Michael & Rapushi, Loreta, 2022. "Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 196-216.
  3. Antill, Samuel & Grenadier, Steven R., 2019. "Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 198-224.
  4. Harris, Christopher & Roark, Scott, 2019. "Cash flow risk and capital structure decisions," Finance Research Letters, Elsevier, vol. 29(C), pages 393-397.
  5. David J. Denis, 2024. "Is corporate finance research in decline?," The Financial Review, Eastern Finance Association, vol. 59(2), pages 257-264, May.
  6. John R. Graham, 2022. "Presidential Address: Corporate Finance and Reality," Journal of Finance, American Finance Association, vol. 77(4), pages 1975-2049, August.
  7. Mona Yaghoubi & Michael O’Connor Keefe, 2018. "The Influence of Investment Volatility on Capital Structure and Cash Holdings," Working Papers in Economics 18/20, University of Canterbury, Department of Economics and Finance.
  8. Murphy, Austin & Headley, Adrian, 2022. "An empirical evaluation of alternative fundamental models of credit spreads," International Review of Financial Analysis, Elsevier, vol. 81(C).
  9. DeAngelo, Harry, 2021. "Corporate financial policy: What really matters?," Journal of Corporate Finance, Elsevier, vol. 68(C).
  10. Lai, Xiaobing & Yue, Shujing & Guo, Chong & Zhang, Xinhe, 2023. "Does FinTech reduce corporate excess leverage? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 281-299.
  11. Qiu, Baoyin & Cheng, Bo, 2022. "Is a deleveraging policy effective? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 471-480.
  12. Chortareas, Georgios & Noikokyris, Emmanouil, 2021. "Investment, firm-specific uncertainty, and financial flexibility," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 25-35.
  13. Enzo Dia & Marco Rispoli, 2022. "Investment, Implicit Debt Targets and Debt Maturity," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale crn2204, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC).
  14. Lai, Karen & Prasad, Ashna & Wong, George & Yusoff, Iliyas, 2020. "Corporate deleveraging and financial flexibility: A Chinese case-study," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  15. Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021. "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5474-5521.
  16. Qi, Qianru & Wang, Jing, 2021. "Debt structure instability using machine learning," Journal of Financial Stability, Elsevier, vol. 57(C).
  17. Ma, Huanyu & Hao, Dapeng, 2022. "Economic policy uncertainty, financial development, and financial constraints: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 368-386.
  18. Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
  19. Lai, Xiaobing & Zhang, Fan, 2022. "Can ESG certification help company get out of over-indebtedness? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  20. Anshu Agrawal, 2020. "Modified Total Interpretive Structural Model of Corporate Financial Flexibility," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 21(4), pages 369-388, December.
  21. D’Mello, Ranjan & Gruskin, Mark, 2021. "To be or not to be all-equity for firms that eliminate long-term debt," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 183-206.
  22. Ang, James S. & Daher, Mai M. & Ismail, Ahmad K., 2019. "How do firms value debt capacity? Evidence from mergers and acquisitions," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 95-107.
  23. Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020. "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, vol. 64(C).
  24. Davidson Heath & Giorgo Sertsios, 2022. "Profitability and Financial Leverage: Evidence from a Quasi-Natural Experiment," Management Science, INFORMS, vol. 68(11), pages 8386-8410, November.
  25. Thomas Dangl & Josef Zechner, 2021. "Debt Maturity and the Dynamics of Leverage [Rollover risk and market freezes]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5796-5840.
  26. Xiaoyi Li & Yung-Ming Shiu, 2021. "Reinsurance, debt capacity and financial flexibility," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 664-687, October.
  27. Tawiah, Bernard & O’Connor Keefe, Michael, 2022. "Financing a corporate venture capital program," Journal of Banking & Finance, Elsevier, vol. 135(C).
  28. Harry DeAngelo & Andrei S Gonçalves & René M Stulz, 2022. "Leverage and Cash Dynamics [Is cash negative debt? A hedging perspective on corporate financial policies]," Review of Finance, European Finance Association, vol. 26(5), pages 1101-1144.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.