Time-Series Leverage Dynamics is a theoretical framework within capital structure research that models the temporal evolution of firm leverage by specifying how target adjustments, financing constraints, and market timing interact over time to determine observed leverage trajectories.
89
Publications
10.9K
Citations
148
Authors
145
Institutions
Publications per year
2017–2026
23
Parents
Publications
89
Do Firms Rebalance Their Capital Structures?
Mark T. Leary, Michael R. Roberts · The Journal of Finance · 2005 · 1.4K citations · Full text
Management, Economics, Finance +17
1–5 of 89
Authors
148
- MR
4
h-index
- EM
4
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- BN
4
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- ṢKṢebnem Kalemli‐Özcan
University of Maryland, College Park, United States
3 publications · 64 citations
3
h-index
- MJ
3
h-index
1–5 of 148
Institutions
145
National Bureau of Economic Research
Cambridge, United States
5 h-index
9 publications
1.3K citations
Yale University
New Haven, United States
4 h-index
6 publications
692 citations
European Corporate Governance Institute
Brussels, Belgium
4 h-index
4 publications
166 citations
Duke University
Durham, United States
3 h-index
7 publications
3.4K citations
Bank for International Settlements
Basel, Switzerland
3 h-index
4 publications
83 citations
University of Pennsylvania
Philadelphia, United States
3 h-index
3 publications
2.6K citations
Harvard University
Cambridge, United States
3 h-index
3 publications
1.8K citations
Citigroup
New York, United States
3 h-index
5 publications
391 citations
1–8 of 145
Venues
- SSRN Electronic Journal
Repository · 22 publications · 2K citations
18
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 4 publications · 998 citations
4
h-index
- The Journal of Finance
3 publications · 3.6K citations
3
h-index
- The North American Journal of Economics and Finance
3 publications · 89 citations
3
h-index
- International Review of Economics & Finance
2 publications · 49 citations
2
h-index
1–5