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Are U.S. firms using more short-term debt?
Byun, SeongK.; Lin, Zhilu; Wei, Siqi - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-28
Persistent link: https://www.econbiz.de/10012629674
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Three essays on corporate bonds and their impacts on firms' investment decisions
Fang, Ming - 2006
Persistent link: https://www.econbiz.de/10009267326
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Granularity of corporate debt
Choi, Jaewon; Hackbarth, Dirk; Zechner, Josef - 2013
We study to what extent firms spread out their debt maturity dates across time, which we call "granularity of corporate debt." We consider the role of debt granularity using a simple model in which a firm's inability to roll over expiring debt causes inefficiencies, such as costly asset sales or...
Persistent link: https://www.econbiz.de/10010211468
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Debt maturity structure and credit quality
Gopalan, Radhakrishnan; Song, Fenghua; Yerramilli, Vijay - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 4, pp. 817-842
Persistent link: https://www.econbiz.de/10010486545
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Granularity of corporate debt
Choi, Jaewon; Hackbarth, Dirk; Zechner, Josef - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1127-1162
Persistent link: https://www.econbiz.de/10012523327
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Corporate capital structure decisions : empirical evidences on determinant factors
Văidean, Viorela Ligia; Vaida, Renata Claudia - In: Review of economic studies and research Virgil Madgearu 10 (2017) 2, pp. 191-209
Persistent link: https://www.econbiz.de/10011977778
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Local public corruption and corporate debt concentration : evidence from US firms
Bermpei, Theodora; Liñares-Zegarra, José M. - In: The European journal of finance 30 (2024) 15, pp. 1703-1727
Persistent link: https://www.econbiz.de/10014636603
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A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk (contributor); Madan, Dilip B. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
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Insolvency resolution and the missing high yield bond markets
Becker, Bo; Josephson, Jens - 2013
Persistent link: https://www.econbiz.de/10010188575
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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo
Duan, Jin-Chuan; Wang, W.-T. - In: Applied quantitative finance, (pp. 73-91). 2017
Persistent link: https://www.econbiz.de/10011794954