Capital structure and windows of opportunities: Tests in the Brazilian market Estrutura de capital e janelas de oportunidade: Testes no mercado brasileiro

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dc.contributor.authorMendes E.A.
dc.contributor.authorBasso L.F.C.
dc.contributor.authorKayo E.K.
dc.date.accessioned2024-03-13T01:35:30Z
dc.date.available2024-03-13T01:35:30Z
dc.date.issued2009
dc.description.abstract© 2009 Mackenzie Presbyterian University. All rights reserved.This study tests the market timing theory (EMTT) in the Brazilian Stock Market. The study is an adaptation from the Baker and Wurgler's article (2002) that successfully tested this theory in the American Stock Market. The theory has not been proven in the Brazilian Market. The leverage decreased in the first year after the initial public offerings (IPO), but it grew once again without presenting the persistency required to corroborate the theory.
dc.description.firstpage78
dc.description.issuenumber6
dc.description.lastpage100
dc.description.volume10
dc.identifier.doi10.1590/S1678-69712009000600006
dc.identifier.issn1678-6971
dc.identifier.urihttps://dspace.mackenzie.br/handle/10899/37407
dc.relation.ispartofRevista de Administracao Mackenzie
dc.rightsAcesso Aberto
dc.subject.otherlanguageCapital structure
dc.subject.otherlanguageEquity market timing
dc.subject.otherlanguageInitial public offerings
dc.subject.otherlanguageLeverage
dc.subject.otherlanguageValue Creation
dc.titleCapital structure and windows of opportunities: Tests in the Brazilian market Estrutura de capital e janelas de oportunidade: Testes no mercado brasileiro
dc.typeArtigo
local.scopus.citations5
local.scopus.eid2-s2.0-84913619368
local.scopus.updated2024-05-01
local.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84913619368&origin=inward
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