Cross-sectional Leverage Determinants

Cross-Sectional Leverage Determinants is a theoretical framework within capital structure research that identifies and analyzes the firm-specific factors influencing variations in leverage ratios across different companies at a given point in time.

180

Publications

36.6K

Citations

314

Authors

234

Institutions

Publications per year

2017–2026

50

Authors

314

  1. ÖÖ
    Özde Öztekin

    Florida International University, United States

    4 publications · 653 citations

    4

    h-index

  2. IA
    Ilya A. Strebulaev

    Stanford University, United States

    4 publications · 442 citations

    4

    h-index

  3. FH
    Florian Heider

    European Central Bank, Germany

    3 publications · 814 citations

    3

    h-index

  4. RK
    Rezaul Kabir

    University of Twente, Netherlands

    3 publications · 1.1K citations

    3

    h-index

  5. AK
    Alexander Kurshev

    National Bureau of Economic Research, United States

    3 publications · 149 citations

    3

    h-index

1–5 of 314

Venues

  1. SSRN Electronic Journal

    Repository · 34 publications · 2.7K citations

    24

    h-index

  2. The Journal of Finance

    9 publications · 19.6K citations

    9

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 5 publications · 127 citations

    5

    h-index

  4. Pacific-Basin Finance Journal

    5 publications · 638 citations

    5

    h-index

  5. Managerial Finance

    4 publications · 205 citations

    4

    h-index

1–5