Asymmetric peer effects in capital structure dynamics

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 176
Issue: C
Pages: 17-22

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

Using a semiparametric smooth-coefficient partial adjustment model, this study finds evidence for asymmetric peer effects on capital structure adjustment speeds between overlevered and underlevered firms. Overlevered firms’ adjustment speeds and peer firm shocks have a U-shaped relationship, while underlevered firms’ adjustment speeds monotonically increase with peer firm shocks.

Technical Details

RePEc Handle
repec:eee:ecolet:v:176:y:2019:i:c:p:17-22
Journal Field
General
Author Count
1
Added to Database
2026-01-25