Baturevich, Brian; Muradoglu, Gulnur - In: Frontiers in Finance and Economics 7 (2010) 2, pp. 69-89
We investigate the ability of company capital structures to be used as a predictor for abnormal returns. We carry out robustness tests to determine the predictive ability of debt ratios, controlling for size of company, price-toearnings (PE) ratio, market-to-book value ratio (MTBV) and beta. We...