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
Parents
180
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
Managerial Entrenchment and Capital Structure Decisions
Philip G. Berger, Eli Ofek, David Yermack · The Journal of Finance · 1997 · 1.6K citations
The determinants of capital structure: Evidence from China
Guihai Huang, Frank M. Song · China Economic Review · 2005 · 888 citations
Management, Accountancy, Accounting +17
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234

National Bureau of Economic Research
Cambridge, United States
8 h-index
10 publications
1.2K citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
4 h-index
6 publications
2K citations

University of Hong Kong
Pok Fu Lam, Hong Kong
4 h-index
4 publications
2.9K citations
Stanford University
Stanford, United States
4 h-index
4 publications
442 citations
University of California, Berkeley
Berkeley, United States
3 h-index
5 publications
224 citations
RMIT University
Melbourne, Australia
3 h-index
4 publications
251 citations
University of Colorado Boulder
Boulder, United States
3 h-index
2 publications
620 citations
University of Houston
Houston, United States
3 h-index
3 publications
1.1K citations
1–8 of 234
Repository · 34 publications · 2.7K citations
24
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9 publications · 19.6K citations
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Repository · 5 publications · 127 citations
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5 publications · 638 citations
5
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4 publications · 205 citations
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