Determinants of capital structure of listed firms in Vietnam: A quantile regression approach

This study empirically examines the link between firm characteristics and leverage using the data of Vietnamese non-financial listed firms from 2006 to 2015. In addition to traditional panel data methods, we employ a conditional quantile regression that unveils the behavior of regressors throughout...

Mô tả đầy đủ

Đã lưu trong:
Chi tiết về thư mục
Những tác giả chính: Nguyen, Thi Canh, Nguyen, Thanh Liem, Tran, Hung Son
Định dạng: Bài viết
Ngôn ngữ:English
Được phát hành: University of Economics Ho Chi Minh City 2023
Truy cập trực tuyến:http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=a38fa84a-4f7e-4312-ba7e-d41b4be0e48b
http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115545
Các nhãn: Thêm thẻ
Không có thẻ, Là người đầu tiên thẻ bản ghi này!
Thư viện lưu trữ: Thư viện Trường Đại học Đà Lạt
id oai:scholar.dlu.edu.vn:DLU123456789-115545
record_format dspace
spelling oai:scholar.dlu.edu.vn:DLU123456789-1155452023-03-08T03:56:59Z Determinants of capital structure of listed firms in Vietnam: A quantile regression approach Nguyen, Thi Canh Nguyen, Thanh Liem Tran, Hung Son This study empirically examines the link between firm characteristics and leverage using the data of Vietnamese non-financial listed firms from 2006 to 2015. In addition to traditional panel data methods, we employ a conditional quantile regression that unveils the behavior of regressors throughout the leverage distribution. The results confirm the non-linear relationship between firm characteristics and leverage at different levels of debt. 2023-03-08T03:56:59Z 2023-03-08T03:56:59Z 2017 Article 2615-9112 http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=a38fa84a-4f7e-4312-ba7e-d41b4be0e48b http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115545 10.24311/jabes/2017.24.2.07 en Journal of Asian Business and Economic Studies, Volume 24, Issue 02; p. 114-131 application/pdf University of Economics Ho Chi Minh City
institution Thư viện Trường Đại học Đà Lạt
collection Thư viện số
language English
description This study empirically examines the link between firm characteristics and leverage using the data of Vietnamese non-financial listed firms from 2006 to 2015. In addition to traditional panel data methods, we employ a conditional quantile regression that unveils the behavior of regressors throughout the leverage distribution. The results confirm the non-linear relationship between firm characteristics and leverage at different levels of debt.
format Article
author Nguyen, Thi Canh
Nguyen, Thanh Liem
Tran, Hung Son
spellingShingle Nguyen, Thi Canh
Nguyen, Thanh Liem
Tran, Hung Son
Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
author_facet Nguyen, Thi Canh
Nguyen, Thanh Liem
Tran, Hung Son
author_sort Nguyen, Thi Canh
title Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
title_short Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
title_full Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
title_fullStr Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
title_full_unstemmed Determinants of capital structure of listed firms in Vietnam: A quantile regression approach
title_sort determinants of capital structure of listed firms in vietnam: a quantile regression approach
publisher University of Economics Ho Chi Minh City
publishDate 2023
url http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=a38fa84a-4f7e-4312-ba7e-d41b4be0e48b
http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115545
_version_ 1765278526850727936