Dynamic Capital Structure Model

A Dynamic Capital Structure Model is a theoretical framework that belongs to the class of capital structure theories and is distinguished by its explicit incorporation of time-varying factors and adjustment processes through which firms optimize their debt and equity mix in response to changing internal and external conditions.

419

Publications

37.6K

Citations

692

Authors

466

Institutions

Publications per year

2017–2026

95

Authors

692

  1. IA
    Ilya A. Strebulaev

    Stanford University, United States

    12 publications · 1.7K citations

    12

    h-index

  2. RH
    Razali Haron

    International Islamic University Malaysia, Malaysia

    8 publications · 315 citations

    8

    h-index

  3. WD
    Wolfgang Drobetz

    Universität Hamburg, Germany

    6 publications · 523 citations

    6

    h-index

  4. AA
    Adriano A. Rampini

    Duke University, United States

    5 publications · 838 citations

    5

    h-index

  5. NJ
    Nengjiu Ju

    Shanghai Jiao Tong University, China

    5 publications · 1.5K citations

    5

    h-index

1–5 of 692

Venues

  1. SSRN Electronic Journal

    Repository · 77 publications · 4.6K citations

    32

    h-index

  2. The Journal of Finance

    26 publications · 10.9K citations

    24

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 16 publications · 395 citations

    12

    h-index

  4. Journal of Financial Economics

    11 publications · 2.7K citations

    11

    h-index

  5. Journal of Corporate Finance

    9 publications · 998 citations

    9

    h-index

1–5