Corporate capital structure actions

B-Tier
Journal: Journal of Banking & Finance
Year: 2019
Volume: 106
Issue: C
Pages: 384-402

Authors (2)

Frank, Murray Z. (not in RePEc) Shen, Tao (Tsinghua University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper is a study of the financing actions by firms to adjust leverage: debt reductions, stock sales, debt issues, and stock purchases. Each type of action is positively autocorrelated. The standard empirical models of corporate leverage produce leverage targets that do not correctly predict actual debt issues and stock sales. Firm-specific time-series regressions with the logarithm of firm assets and market-to-book as regressors, correctly predict these patterns. The estimates imply that on average firms adjust toward their target much faster than generally understood, closing about half of the leverage gap in a year.

Technical Details

RePEc Handle
repec:eee:jbfina:v:106:y:2019:i:c:p:384-402
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29