External finance constraints and the intertemporal pattern of intermittent investment

B-Tier
Journal: Review of Finance
Year: 2021
Volume: 25
Issue: 2
Pages: 275-324

Authors (2)

B Espen Eckbo (Dartmouth College) Michael Kisser (not in RePEc)

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

We test whether high-frequency net-debt issuers (HFIs)—public industrial companies with relatively low issuance costs and high debt-financing benefits—manage leverage toward long-run targets. Our answer is they do not: (1) the leverage–profitability correlation is negative even in quarters with leverage rebalancing; (2) the speed-of-adjustment to target leverage deviations is no higher for HFIs than for low-frequency net-debt issuers; and (3) under-leveraged HFIs do not speed up rebalancing activity in significant investment periods. Thus, even in the subset of firms most likely to follow dynamic trade-off theory, the theory does not appear to hold.

Technical Details

RePEc Handle
repec:oup:revfin:v:25:y:2021:i:2:p:275-324.
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25