Asymmetric peer effects in capital structure dynamics

DOI10.1016/j.econlet.2018.12.019zbMath1409.91271OpenAlexW3124312957MaRDI QIDQ1730146

Hyun Joong Im

Publication date: 11 March 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.12.019

zbMATH Keywords

peer effectscapital structurespeed of adjustmentleverage dynamics

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Initial conditions and moment restrictions in dynamic panel data models
• Another look at the instrumental variable estimation of error-components models
• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
• Semiparametric smooth-coefficient stochastic frontier model
• Identification of Endogenous Social Effects: The Reflection Problem
• Biases in Dynamic Models with Fixed Effects
• Financing Major Investments: Information about Capital Structure Decisions*
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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