Debt Financing under Asymmetric Information.

A-Tier
Journal: Journal of Finance
Year: 1995
Volume: 50
Issue: 2
Pages: 633-59

Authors (3)

Goswami, Gautam (not in RePEc) Noe, Thomas H (Oxford University) Rebello, Michael J (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The authors analyze the optimal design of debt maturity, coupon payments, and dividend payout restrictions under asymmetric information. They show that, if the asymmetry of information is concentrated around long-term cash flows, firms finance with coupon-bearing long-term debt that partially restricts dividend payments. If the asymmetry of information is concentrated around near-term cash flows and there exists considerable refinancing risk, firms finance with coupon-bearing long-term debt that does not restrict dividend payments. Finally, if the asymmetry of information is uniformly distributed across dates, firms finance with short-term debt. Copyright 1995 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:50:y:1995:i:2:p:633-59
Journal Field
Finance
Author Count
3
Added to Database
2026-01-26