Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies-Reference-Cited by-同舟云学术

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Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies

Published:2021-09-12 Issue: Volume: Page:
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Waga Mateus,Valladão Davi^ORCID,Street Alexandre,Silva Thuener

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

https://link.springer.com/content/pdf/10.1007/s10614-021-10173-y.pdf

Reference36 articles.

1. Ben-Tal, A., & Teboulle, M. (2007). An old-new concept of convex risk measures: The optimized certainty equivalent. Mathematical Finance, 17(3), 449–476.

2. Bhamra, H. S., Kuehn, L. A., & Strebulaev, I. A. (2010). The aggregate dynamics of capital structure and macroeconomic risk. The Review of Financial Studies, 23(12), 4187–4241.

3. Bolton, P., Chen, H., & Wang, N. (2011). A unified theory of tobin’q, corporate investment, financing, and risk management. The Journal of Finance, 66(5), 1545–1578.

4. Butler, A. W., Grullon, G., & Weston, J. P. (2005). Stock market liquidity and the cost of issuing equity. Journal of Financial and Quantitative Analysis, 40(2), 331–348.

5. Carlson, M., & Lazrak, A. (2010). Leverage choice and credit spreads when managers risk shift. The Journal of Finance, 65(6), 2323–2362.

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