M
Minjoo Kim
Researcher at University of Liverpool
Publications - 23
Citations - 554
Minjoo Kim is an academic researcher from University of Liverpool. The author has contributed to research in topics: Copula (probability theory) & Coskewness. The author has an hindex of 9, co-authored 23 publications receiving 398 citations. Previous affiliations of Minjoo Kim include University of Glasgow.
Papers
More filters
Journal ArticleDOI
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models
TL;DR: In this paper, a dynamic panel threshold model of capital structure is developed to test the dynamic trade-off theory, allowing for asymmetries in firms' adjustments toward target leverage.
Journal ArticleDOI
In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance
TL;DR: This article examined which methods are appropriate for estimating dynamic panel data models in empirical corporate finance and found that bias-corrected fixed-effects estimators, based on an analytical, bootstrap, or indirect inference approach, are the most appropriate and robust methods.
Journal ArticleDOI
Asymmetric adjustment toward optimal capital structure: evidence from a crisis
TL;DR: In this paper, the authors employ dynamic threshold partial adjustment models to study the asymmetries in firms' adjustments toward their target leverage and find that more constrained firms, such as those with high growth, with large investment, and with volatile earnings, adjust their capital structures more quickly than their less constrained counterparts.
Posted Content
Asymmetric Adjustment Toward Optimal Capital Structure: Evidence from a Crisis
TL;DR: In this paper, the authors employ dynamic threshold partial adjustment models to study the asymmetries in firms' adjustments toward their target leverage and find that more constrained firms, such as those with high growth, with large investment, and with volatile earnings, adjust their capital structures more quickly than their less constrained counterparts.
Journal ArticleDOI
In search of robust methods for dynamic panel data models in empirical corporate finance
TL;DR: This article examined which methods are appropriate for estimating dynamic panel data models in empirical corporate finance and found that bias-corrected fixed-effects estimators, based on an analytical, bootstrap, or indirect inference approach, are the most appropriate and robust methods.