Bibliographies thématiques / EQUITY AND DEBT

Littérature scientifique sur le sujet « EQUITY AND DEBT »

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Publié le 11 septembre 2023

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Articles de revues sur le sujet "EQUITY AND DEBT"

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Atmojo, Purwo, et Dwi Susilowati. « PENGARUH STRUKTUR MODAL DAN PROFITABILITAS TERHADAP NILAI PERUSAHAAN TEXTILE DAN GARMENT YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI) ». Jurnal GeoEkonomi 10, no 1 (31 mars 2019) : 74–85. http://dx.doi.org/10.36277/geoekonomi.v10i1.57.

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Penelitian ini bertujuan untuk mengetahui pengaruh Debt to Equity Ratio (DER), Return on Equtiy (ROE), dan Net Profit Margin (NPM) terhadap Nilai Perusahaan Textile dan Garment yang terdaftar di Bursa Efek Indonesia (BEI). Populasi yang digunakan adalah 17 perusahaan Textile dan Garment periode 2012-2016. Sampelnya adalah 5 perusahaan Textile dan Garment dengan menggunakan teknik purposive sampling. Metode yang digunakan adalah regresi linier berganda. Besarnya koefisien korelasi secara simultan menunjukkan bahwa ada hubungan yang sangat kuat antara debt to equity ratio, return on equtiy, dan net profit margin terhadap nilai perusahaan. Berdasarkan uji F bahwa debt to equity ratio, return on equity dan net profit margin secara simultan mempunyai pengaruh yang signifikan terhadap nilai perusahaan Textile dan Garment yang terdaftar di Bursa Efek Indonesia. Berdasarkan uji t bahwa debt to equity ratio, return on equtiy, dan net profit margin terhadap nilai perusahaan. Berdasarkan hasil pengujian hipotesis (Uji t) secara parsial return on equity berpengaruh positif signifikan terhadap nilai perusahaan dan debt to equity ratio dan net profit margin berpengaruh negatif signifikan terhadap nilai perusahaan Textile dan Garment.
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Mortimore, Michael. « Debt/equity conversion ». CEPAL Review 1991, no 44 (8 novembre 1991) : 79–96. http://dx.doi.org/10.18356/49c72ba9-en.

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International Monetary Fund. « Debt/Equity Swaps ». IMF Working Papers 88, no 15 (1988) : 1. http://dx.doi.org/10.5089/9781451923506.001.

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L.K., Fijabi, Owolabi S.A. et Ajibade A.T. « Equity and Debts on Financial Performance of Listed Consumer Goods Sector in Nigeria ». African Journal of Social Sciences and Humanities Research 6, no 2 (2 avril 2023) : 81–98. http://dx.doi.org/10.52589/ajsshr-xugyb0ul.

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The study examined the effect of equity and debts on the financial performance of the listed consumer goods sector in Nigeria for eleven years (2011 – 2021). Data from the published records of 16 listed companies in the consumer goods sector were used. The dependent variable was proxied by Market price per share (MPS) and return on assets (ROA) while equity and debts were proxied by equity-to-asset ratio, short-term debt-to-asset ratio, and long-term debt-to-asset ratio as independent variables. Data were analysed using descriptive and inferential statistics (panel regression with fixed effects) at α=0.05 level of significance. The results had a significant effect on equity and debt on MPS (Adj. R2 = 0.0708, p < 0.05) and ROA (Adj. R2 = 0.108, p < 0.05). The study concluded that equity and debts affected the financial performance of companies listed in the Nigerian consumer goods sector. The study recommended that managers of listed consumer goods companies should pay attention to funding management, especially equity funds and short-term debt to improve their profitability for sustainable growth.
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Liu, Chia-Ying, Shiu-Chen Huang et Shieh-Liang Chen. « The Effects of Agency Costs and Insiders’ Shareholdings on Financing Choices ». Asian Journal of Finance & ; Accounting 8, no 1 (16 avril 2016) : 127. http://dx.doi.org/10.5296/ajfa.v8i1.9288.

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<p><span style="font-size: medium;">This paper investigates the effects of debt agency cost and equity </span><span style="font-size: medium;">agency cost of current and prior periods on the financing choices of long-term debts, seasoned equity offering, and private equity financings. It also examines the effects of the shareholdings of insiders on the association between both debt and equity agency costs and the choice of financing methods. </span></p>The findings show that both prior and current debt agency costs are positively related to seasoned equity offerings of current period, and both prior and current debt agency costs are positively related to private equity financing of current period regardless of whether the models consider the factor of insiders’ shareholdings. As for equity agency cost, the document indicate that both current and prior equity agency costs are negatively related to current seasoned equity offerings, however, only prior equity agency costs are negatively related to current seasoned equity offerings under considering shareholdings of insiders. Moreover, the shareholdings of insiders would affect the positive association between the corporate debt agency cost and seasoned equity offerings and the positive association between the corporate equity agency cost and debt financing.
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Respatia, Wimba, et Fidiana Fidiana. « KEBIJAKAN RESTRUKTURISASI UTANG MELALUI DEBT TO EQUITY SWAP ». EKUITAS (Jurnal Ekonomi dan Keuangan) 14, no 1 (2 février 2017) : 82. http://dx.doi.org/10.24034/j25485024.y2010.v14.i1.2118.

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This research aim to obtain the understanding about debt restructuring to improve the efficiency and its productivity. An essential difference between these and the usual swapping of debt into equity is that the former allow a wider range of aplications. The firm’s owner have the option of choosing the sequence of restructuring negotiation with the creditors. The firm can combine the existing models, which is certainly with the agreement of the creditor and investor. This research has studied the choice of debt restructuring model carried out by PT X which is caused by the fact that the companies have difficulty paying their debts. Data collecting methods were conducted through literature study and field research from financial report of PT X. The result of this research indicate that PT X should choose debt for equity swap by converting their debt for equity swap that which giving lower cost of capital. By choosing debt for equity swap enable to change the liability profile from one to the other type, to create a more optimal capital structure debt equity and equity debt in what is called recapitalisation. Decision of converting their debt for equity swap will cause PT X be a mojority shareholder and increase the ability to compete with other aluminium company.
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Novia, Jevika, et Meti Zuliyana. « Pengaruh Current Ratio, Debt to Equity Ratio dan Return on Equity Terhadap Harga Saham pada Perusahaan Pertambangan yang Terdaftar di Indonesia Stock Exchange (IDX) Tahun 2014-2017 ». Jurnal Ilmiah Ekonomi Global Masa Kini 9, no 2 (22 janvier 2019) : 135–44. http://dx.doi.org/10.36982/jiegmk.v9i2.558.

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AbstractThis research aims to determine: The influence of Current Ratio (CR), Debt to Equity Ratio (DER), and Return on Equity (ROE) either partially or simultaneously on Stock Price of mining companies listed on the Indonesia Stock Exchange (IDX) 2014-2017 period. Data were taken from the Indonesia Stock Exchange (IDX) website. Analysis prerequisite test including normality test, multicollinearity, heteroscedasticity, and autocorrelation. Data analysis technique used is multiple linear regression analysis. The results showed that: coefficient of determination (R square) is 0.204. From these values can be interpreted that the influence of current ratio (X1), debt to equity ratio (X2), and return on equity (X3) to the stock price (Y) is 20.4%. While the remaining 79.6% is influenced by other factors not examined in this research. Statistical results also show that the current ratio (X1) partially has a positive and significant effect on stock prices (Y). Debt to equity ratio (X2), and return on equity (X3) partially do not have a significant effect on stock prices (Y). Simultaneously current ratio (X1), debt to equity ratio (X2), and return on equity (X3) have a positive and significant effect on stock prices (Y). This can be proven through F-Test statistics, where the value of F.sig is 0.005 smaller than the significant level of 5% (α = 0.05) then Ha is accepted and H0 is rejected.Keyword : current ratio, debt to equity ratio, return on equity, and stock price AbstrakPenelitian ini bertujuan untuk mengetahui : Pengaruh Current Ratio (CR), Debt to Equity Ratio (DER), dan Return on Equity (ROE) baik secara parsial maupun simultan terhadap Harga Saham perusahaan pertambangan yang terdaftar di Bursa Efek Indonesia (BEI) periode 2014-2017. Data penelitian diambil dari website Bursa Efek Indonesia (BEI). Uji prasyarat analisis meliputi uji normalitas, multikolinearitas, heteroskedastisitas, dan autokorelasi. Teknik analisis data yang digunakan adalah analisis regresi linier berganda. Hasil penelitian ini menunjukkan bahwa nilai koefisien determinasi (R square) sebesar 0,204. Dari Nilai tersebut dapat dilakukan penafsiran bahwa pengaruh current ratio(X1), debt to equity ratio (X2), dan return on equity (X 3) terhadap harga saham (Y) sebesar 20,4%. Sedangkan sisanya sebesar 79,6% dipengaruhi oleh faktor-faktor lain yang tidak diteliti dalam penelitian ini. Dari hasil statistik juga menunjukkan bahwa current ratio (X1) secara parsial berpengaruh positif dan signifikan terhadap harga saham (Y). Debt to equity ratio (X2), dan return on equity (X3) secara parsial tidak memiliki pengaruh yang signifikan terhadap harga saham (Y). Secara simultan current ratio(X1), debt to equity ratio (X2), dan return on equity (X3) mempunyai pengaruh positif dan signifikan terhadap harga saham (Y). Hal ini dapat dibuktikan melalui statistik Uji-F, dimana nilai  F.sig sebesar 0,005 lebih kecil dari tingkat signifikan 5% (α=0,05) maka Ha diterima dan H0 ditolak.Kata kunci : current ratio, debt to equity ratio, return on equity dan harga saham.
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Sufriani, Sufriani, et M. Rimawan. « Analisis Return on Equity dan Debt to Equity Ratio ». Owner (Riset dan Jurnal Akuntansi) 4, no 2 (30 juin 2020) : 308. http://dx.doi.org/10.33395/owner.v4i2.228.

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Penelitian ini bertujuan untuk mengetahui dan menganalisis Rasio profitabilitas menggunakan Return on Equity dimana membandingkan antara laba setelah pajak dan Ekuitas dan Rasio Solvabilitas menggunakan Debt To Equty Ratio dimana membandingkan total hutang dengan ekuitas pada PT Adaro Energy Tbk dimana semakin tinggi nilai Return on Equity maka semakin tidak baik perusahaan dalam mengelola modal sendiri untuk menghasilakn Laba begitu juga sebaliknya apabila nilai Return on Equity rendah semakin baik. Sedangkan Debt to Equity Ratio tinggi maka pengelolaan ekuitas tidak baik apabila Debt to Equity Ratio rendah maka penggunaan modal sendiri sangat baik karna tidak mengandalkan pendaanaan dari luar. Penelitian ini adalah penelitian Deskriptif dimana hanya menbandingkan 1 satu variabel saja. Populasi dalam penelitian ini adalah 11 tahun dan sampel dalam penelitian ini selama 9 tahun mulai 2010 sampai tahun 2018 dengan sampling yang digunakan adalah purposive sampling. Uji statistik mengunakan SPSS v 21 dengan teknik analisis data menggunakan metode one sample t-test. hasil penelitian menunjukan bahwa Return on Equity dikatakan baik dan Debt to Equity Ratio dikatakan baik.. Ini menunjukan bahwa pengelolaan modal sendiri sudah sangat baik karena tidak mengandalkan modal dari pihak luar dan sudah dapat meningkatkan Laba
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Vu, Joseph D. V. « The Debt-Equity Choice ». CFA Digest 31, no 4 (novembre 2001) : 32–34. http://dx.doi.org/10.2469/dig.v31.n4.963.

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Engel, Ellen, Merle Erickson et Edward Maydew. « Debt-Equity Hybrid Securities ». Journal of Accounting Research 37, no 2 (1999) : 249. http://dx.doi.org/10.2307/2491409.

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Thèses sur le sujet "EQUITY AND DEBT"

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Cavalcanti, Carlos Brandão. « Transferência de recursos ao exterior e substituição de dívida externa por dívida interna ». Rio de Janeiro : [BNDES], Gabinete do Presidente, Departamento de Projetos de Comunicação, 1988. http://catalog.hathitrust.org/api/volumes/oclc/21118412.html.

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Smith, David M. « An empirical analysis of the choice among issuing straight debt, equity, and equity-linked debt securities ». Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54431.

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This dissertation analyzes factors associated with the apparent decision that firms make when choosing a source of long-term capital. Straight debt, common stock, convertible debt, and units of debt with warrants (units) are included in the issuer’s opportunity set, with particular emphasis being placed on the choice between convertible debt and units. A unit of debt with warrants is a financial package consisting of a straight bond or note, and one or more common stock warrants. This study finds that issuers earn insignificant average abnormal returns around the announcement and issuance period for unit offerings, thus presenting units as a unique case of a "penalty-free" equity offering. Finnerty [1986] suggests that units may be structured in such a way as to create a synthetic convertible bond. He shows how a unit provides the issuer an advantage of a larger tax shield than does a comparatively structured convertible. The present study finds that the market views the tax advantage as being only marginally important. Also, a comparison of the terms of units and convertibles reveals that, in practice, units are not structured as synthetic convertible bonds. A cross—sectional analysis evaluates unit and convertible issuer abnormal returns in light of hypotheses that the securities reduce agency costs to the firm. The evidence is generally inconsistent with the agency cost reduction hypothesis. This study presents the first information about the valuation consequences of unit issuances and factors that may be related to the decision to make such offerings.
Ph. D.
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Fransson, Thomas, et Jacob Weckfors. « Deposit insurance and debt to equity ». Thesis, Jönköping University, JIBS, Economics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12831.

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Schleusener, Ann-Kathrin [Verfasser]. « Der Debt-Equity-Swap / Ann-Kathrin Schleusener ». Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2012. http://d-nb.info/1042414858/34.

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Bremser, Albert W. « Two Essays on Convertible Debt ». Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/30327.

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This dissertation examines two different topics related to the issuance of a convertible debt security. The first essay addresses the question of how managers set the equity value in a convertible debt issue. A convertible debt security has value derived from an equity component and a debt component. As a result, managers must decide how much of the convertible debt's value will be derived from equity at issuance. I examine three hypotheses in addressing this question. Empirical evidence is provided supporting the assertion that managers issue more equity-like debt when the firm will have lower future operating performance and a greater potential for underinvestment. Empirical support is not found for managers take into consideration asset substitution concerns when setting the equity value in a convertible debt issue. The second essay examines why are abnormal returns negative for the equity during the convertible debt's issuance period. This has been documented by Dann and Mikkelson (1984), Mikkelson and Partch (1986, 1988), and also by this dissertation. I furnish evidence that is consistent with a bid-ask spread bias not causing the negative equity abnormal returns during the issuance period of a convertible debt security. Tests are also performed that provide results that are consistent with the issue period returns being partially due to a resolution of uncertainty.
Ph. D.
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Zuo, Luo. « Examine the debt equity choice with nested logit / ». View abstract or full-text, 2008. http://library.ust.hk/cgi/db/thesis.pl?FINA%202008%20ZUO.

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Verwijmeren, Patrick. « Empirical essays on debt, equity, and convertible securities ». [Rotterdam] : Rotterdam : Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam ; Erasmus University [Host], 2008. http://hdl.handle.net/1765/14312.

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Bronger, Björn [Verfasser]. « Debt Equity Swaps als finanzwirtschaftliches Sanierungsinstrument / Björn Bronger ». Baden-Baden : Nomos Verlagsgesellschaft mbH & ; Co. KG, 2019. http://d-nb.info/1192103009/34.

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Talukdar, Muhammad Bakhtear U. « CFO Turnover, Firm’s Debt-Equity Choice and Information Environment ». FIU Digital Commons, 2016. http://digitalcommons.fiu.edu/etd/2618.

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The CEO and CFO are the two key executives of a firm. They work cohesively to ensure the growth of the firm. After the adoption of the Sarbanes Oxley Act (SOX) in 2002, the importance of CFOs has increased due to their personal legal obligation in certifying the accuracy of financial statements. Only a few papers such as Mian (2001), Fee and Hadlock (2004), and Geiger and North (2006) focus on CFOs in the pre-SOX era. However, a vacuum exists in research focusing exclusively on CFOs in the post-SOX era. The purpose of this dissertation is to delve into a comprehensive investigation of the CFOs. More specifically, I answer three questions: a) does the CEO change lead to the CFO change? b) does the CFO appointment type affect the firm’s debt-equity choice? and c) does the CFO appointment affect the firm’s information environment? I use Shumway’s (2001) dynamic hazard model in answering question ‘a’. For question ‘b’, I use instrumental variable (IV) regression under various estimation techniques to control for endogeneity. For part ‘c’, I use the cross sectional difference-in-difference (DND) methodology by pairing treatment firms with control firms chosen by the propensity scores matching (PSM). I find there is about a 70% probability of CFO replacement after the CEO replacement. Both of their replacements are affected by prior year’s poor performance. In addition, as a custodian of the firm’s financial reporting, the CFO is replaced proactively due to a probability of restatement of earnings. I find firms with internal CFO hires issue more equity in the year of appointment than firms with external hires. The promoted CFO significantly improves the firm’s overall governance which helps the firm obtain external financing from equity issue. However, I find that CFO turnover does not significantly affect the firm’s information environment. To ensure that my finding is not due to mixing up of samples of good and distressed firms together, I separated distressed firms and re-ran my models and my finding still holds. This dissertation fills the gap in the literature with regards to CFOs and their post SOX relationship with the firm.
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Rumble, Tony Law Faculty of Law UNSW. « Synthetic equity and franked debt : capital markets savings cures ». Awarded by:University of New South Wales. School of Law, 1998. http://handle.unsw.edu.au/1959.4/17591.

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Micro-economic reform is a primary objective of modern Australian socio-economic policy. The key outcome targetted by this reform is increased efficiency, measured by a range of factors, including cost reduction, increased savings, and a more facilitative environment for business activity. These benefits are sought by the proponents of reform as part of a push to increase national prosperity, but concerns that social equity is undermined by it are expressed by opponents of that reform. The debate between efficiency and equity is raging in current Australian tax policy, a key site for micro-economic reform. As Government Budget restructuring occurs in Australia, demographic change (eg, the ageing population) undermines the ability of public funded welfare to provide retirement benefits. Responsibility for self-funded retirement is an important contributor to increasing private savings. Investment in growth assets such as corporate stock is increasing in Australia, however concerns about volatility of asset values and yield stimulate the importance of investment risk management techniques. Financial contract innovation utilising financial derivatives is a dominant mechanism for that risk management. Synthetic equity products which are characterised by capital protection and enhanced yield are popular and efficient equity risk management vehicles, and are observed globally, particularly in the North American market. Financial contract innovation, risk management using financial derivatives, and synthetic equity products suffer from an adverse tax regulatory response in Australia, which deprives Australian investors from access to important savings vehicles. The negative Australian tax response stems from anachronistic legislation and jurisprudence, which emphasises tax outcomes based on legal form. The pinnacle of this approach is the tax law insistence on characterisation of financial contracts as either debt or equity, despite some important financial similarities between these two asset types. Since derivatives produce transactions with novel legal forms this approach is unresponsive to innovation. The negative tax result also stems from a perception that the new products are tax arbitrage vehicles, offering tax benefits properly available to investment in stocks, which is thought to be inappropriate when the new products resemble debt positions (particularly when they are capital protected and yield enhanced). The negative tax response reflects administrative concerns about taxpayer equity and revenue leakage. This approach seeks to impose tax linearity by proxy: rather than utilising systemic reform to align the tax treatment of debt and equity, the current strategy simply denies the equity tax benefits to a variety of innovative financial contracts. It deprives Australians of efficiency enhancing savings products, which because of an adverse tax result are unattractive to investors. The weakness of the current approach is illustrated by critical analysis of three key current and proposed tax laws: the ???debt dividend??? rules in sec. 46D Income Tax Assessment Act 1936 (the ???Tax Act???); the 1997 Budget measures (which seek to integrate related stock and derivative positions); and the proposals in the Taxation of Financial Arrangements Issues Paper (which include a market value tax accounting treatment for ???traded equity,??? and propose a denial of the tax benefits for risk managed equity investments). The thesis develops a model for financial analysis of synthetic equity products to verify the efficiency claims made for them. The approach is described as the ???Tax ReValue??? model. The Tax ReValue approach isolates the enhanced investment returns possible for synthetic equity, and the model is tested by application to the leading Australian synthetic equity product, the converting preference share. The conclusions reached are that the converting preference share provides the key benefits of enhanced investment return and lower capital costs to its corporate issuer. This financial efficiency analysis is relied upon to support the assertion that a facilitative tax response to such products is appropriate. The facilitative response can be delivered by a reformulation of the existing tax rules, or by systemic reform. The reformulation of the existing tax rules is articulated by a Rule of Reason, which is proposed in the thesis as the basis for the allocation and retention of the equity tax benefits. To avoid concerns about taxpayer equity and revenue leakage the Rule of Reason proposes a Two Step approach to the allocation of the equity tax benefits to synthetics. The financial analysis is used to quantify non-tax benefits of synthetic equity products, and to predict whether and to what extent the security performs financially like debt or equity. This financial analysis is overlayed by a refined technical legal appraisal of whether the security contains the essential legal ???Badges of Equity.??? The resulting form and substance approach provides a fair and equitable control mechanism for perceived tax arbitrage, whilst facilitating efficient financial contract innovation. The ultimate source of non-linearity in the taxation of investment capital is the differential tax benefits provided to equity and debt. To promote tax linearity the differentiation needs to be removed, and the thesis makes recommendations for systemic reform, particularly concerning the introduction of a system of ???Franked Debt.??? The proposed system of ???Franked Debt??? would align the tax treatment of debt and equity by replacing the corporate interest deduction tax benefit with a lender credit in respect of corporate tax paid. This credit would operate mechanically like the existing shareholder imputation credit. The interface of this domestic tax credit scheme with the taxation of International investment capital, and the problems occasioned by constructive delivery of franking credits to Australian taxpayers via synthetics, are resolved by the design and costings of the new system, which has the potential to be revenue positive.
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Livres sur le sujet "EQUITY AND DEBT"

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Andrew, Hilton, et Centre on Transnational Corporations (United Nations), dir. Debt equity conversions. New York : United Nations, 1990.

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Schleusener, Ann-Kathrin. Der Debt-Equity-Swap. Frankfurt am Main : Peter Lang, 2012.

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Masulis, Ronald W. The debt/equity choice. Cambridge, Mass : Ballinger Pub. Co., 1988.

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Sherwood, Peter W., Sean W. Gilligan et William Contente. Unconventional debt & equity financing. Boston, MA : MCLE New England, 2014.

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Ffrench-Davis, Ricardo. Debt-equity swaps in Chile. Santiago, Chile : CIEPLAN, 1989.

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Paul, King, et Euromoney, dir. Global debt : The equity solution. London : Euromoney, 1988.

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Antoine, Basile, et Centre on Transnational Corporations (United Nations), dir. Supplement to Debt equity conversions. [New York] : United Nations, 1991.

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United Nations. Transnational Corporations and Management Division., dir. Debt-equity swaps and development. New York : United Nations, 1993.

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United Nations. Transnational Corporations and Management Division., dir. Debt-equity swaps and development. New York : United Nations, 1993.

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Rubin, Steven. Guide to debt equity swaps. London : Economist Publications, 1987.

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Chapitres de livres sur le sujet "EQUITY AND DEBT"

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Krause, N. « Debt-Equity Swaps ». Dans Distressed Mergers & ; Acquisitions, 119–50. Wiesbaden : Springer Fachmedien Wiesbaden, 2016. http://dx.doi.org/10.1007/978-3-658-12248-5_7.

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Mazzarol, Tim, et Sophie Reboud. « Debt Versus Equity ». Dans Springer Texts in Business and Economics, 369–408. Singapore : Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9509-3_10.

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Taillard, Michael. « Equity and Debt Engineering ». Dans Economics and Modern Warfare, 201–8. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-92693-3_23.

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Taillard, Michael. « Equity and Debt Engineering ». Dans Economics and Modern Warfare, 161–65. New York : Palgrave Macmillan US, 2012. http://dx.doi.org/10.1057/9781137282255_24.

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Rascher, Daniel A. « Debt and Equity Financing ». Dans Financial Management in the Sport Industry, 220–43. 3e éd. Third edition. | Abingdon, Oxon ; New York, NY : Routledge, 2021. : Routledge, 2021. http://dx.doi.org/10.4324/9780429316746-9.

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Phylaktis, Kate, et Lichuan Xia. « Equity Market Contagion and Co-Movement : Industry Level Evidence ». Dans Sovereign Debt, 369–78. Hoboken, NJ, USA : John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118267073.ch41.

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Parhizgari, Ali. « Latin American Debt-Equity Swaps ». Dans The Latin American Debt, 84–99. London : Palgrave Macmillan UK, 1992. http://dx.doi.org/10.1007/978-1-349-12051-2_7.

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Mazzarol, Tim, et Sophie Reboud. « Work Book : Debt Versus Equity ». Dans Springer Texts in Business and Economics, 107–16. Singapore : Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-9513-0_10.

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Hass, Detlef, Susanne Schreiber et Heiko Tschauner. « Sanierungsinstrument „Debt for Equity Swap“ ». Dans Handbuch Unternehmensrestrukturierung, 841–74. Wiesbaden : Gabler Verlag, 2006. http://dx.doi.org/10.1007/978-3-8349-9149-2_30.

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Gumata, Nombulelo, et Eliphas Ndou. « Equity, Debt Inflows and the ». Dans Capital Flows, Credit Markets and Growth in South Africa, 221–33. Cham : Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30888-9_14.

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Actes de conférences sur le sujet "EQUITY AND DEBT"

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« Crowdfunding : Equity or Debt ». Dans International Conference on Accounting, Business, Economics and Politics. Tishk International University, 2022. http://dx.doi.org/10.23918/icabep2022p3.

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« The Pulse of Private Equity and Debt ». Dans 2018 4th International Conference on Social Sciences, Modern Management and Economics. Clausius Scientific Press, 2018. http://dx.doi.org/10.23977/ssmme.2018.62213.

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« Comparison between the Two Debt-Equity Swaps in China ». Dans 2019 2nd International Conference on Contemporary Education and Economic Development. Clausius Scientific Press, 2019. http://dx.doi.org/10.23977/ceed.2019.045.

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Glasserman, Paul, et Behzad Nouri. « Contingent capital with discrete conversion from debt to equity ». Dans 2010 Winter Simulation Conference - (WSC 2010). IEEE, 2010. http://dx.doi.org/10.1109/wsc.2010.5678968.

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« Analysis of Debt Restructuring Methods for Negative Equity Firm ». Dans 1st ICEMAC 2020 : International Conference on Economics, Management, and Accounting. Galaxy Science, 2021. http://dx.doi.org/10.11594/nstp.2021.1001.

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Fabris, Alessandro, Stefano Messina, Gianmaria Silvello et Gian Antonio Susto. « Tackling Documentation Debt : A Survey on Algorithmic Fairness Datasets ». Dans EAAMO '22 : Equity and Access in Algorithms, Mechanisms, and Optimization. New York, NY, USA : ACM, 2022. http://dx.doi.org/10.1145/3551624.3555286.

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Suhendra, Euphrasia Susy. « Factors Impacting Capital Structure in Indonesian Food and Beverage Companies ». Dans International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.00896.

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Capital structure is directly related with the financial decision of the company. Capital structure theories seek to explain why businesses choose different mixes of debt and equity to finance their operations. The concept is generally described as the combination of debt & equity that make the total capital of firms. It usually comprises all the sources of finance that a company is utilizing to finance its operations. The aim of this study is to know the major determinants of capital structure, the factors that affect capital structure. This study has used the data from 17 food and beverages Indonesian firms over a time period of 3 years (20010-2012). Debt to equity ratio (DER) is a dependent variable which is defined as the ratio of total debt to equity of the observed company, and there are five independent variables, which are liquidity, profitability, asset tangibility, firm size, and firm growth. As a result of this study, there are two variables that have a significant effect toward Capital Structure in sector of Food and Beverages Companies; they are Liquidity and Asset Structure with significant negative correlation. The other three remaining independent variables which are Profitability, Firm Size, and Asset Growth do not have significant effect toward the Capital Structure in sector of Food and Beverages Company.
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Sunaryo, Deni, et Etty Puji Lestari. « The Effect of Debt to Asset Ratio and Debt to Equity Ratio Against Return on Assets ». Dans Proceedings of the 2nd Borobudur International Symposium on Humanities and Social Sciences, BIS-HSS 2020, 18 November 2020, Magelang, Central Java, Indonesia. EAI, 2021. http://dx.doi.org/10.4108/eai.18-11-2020.2311805.

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Sihombing, Dedek Sriulina, et Galumbang Hutagalung. « Debt Ratio, Debt to Equity Ratio, Net Profit Margin and Return Effects on Stock Price Assets ». Dans International Conference on Culture Heritage, Education, Sustainable Tourism, and Innovation Technologies. SCITEPRESS - Science and Technology Publications, 2020. http://dx.doi.org/10.5220/0010335605300535.

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« Managerial Opportunism and the Debt-Equity Choice : UK Property Companies Evidence ». Dans 6th European Real Estate Society Conference : ERES Conference 1999. ERES, 1999. http://dx.doi.org/10.15396/eres1999_168.

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Rapports d'organisations sur le sujet "EQUITY AND DEBT"

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Hall, Robert. Equity Depletion from Government-Guaranteed Debt. Cambridge, MA : National Bureau of Economic Research, décembre 2008. http://dx.doi.org/10.3386/w14581.

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Forbes, Kristin, et Francis Warnock. Debt- and Equity-Led Capital Flow Episodes. Cambridge, MA : National Bureau of Economic Research, août 2012. http://dx.doi.org/10.3386/w18329.

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Helpman, Elhanan. The Simple Analytics of Debt-Equity Swaps. Cambridge, MA : National Bureau of Economic Research, novembre 1988. http://dx.doi.org/10.3386/w2771.

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Goldberg, Linda, et Mark Spiegel. Debt Write-Downs and Debt-Equity Swaps in the Two Sector Model. Cambridge, MA : National Bureau of Economic Research, septembre 1989. http://dx.doi.org/10.3386/w3121.

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Ma, Chang, et Shang-Jin Wei. International Equity and Debt Flows : Composition, Crisis, and Controls. Cambridge, MA : National Bureau of Economic Research, mai 2020. http://dx.doi.org/10.3386/w27129.

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Friedman, Benjamin. Crowding Out or Crowding In ? Evidence on Debt-Equity Substitutability. Cambridge, MA : National Bureau of Economic Research, février 1985. http://dx.doi.org/10.3386/w1565.

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Elming, William, et Andreas Ermler. Housing equity, saving and debt dynamics over the Great Recession. IFS, août 2016. http://dx.doi.org/10.1920/wp.ifs.2016.1612.

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Razin, Assaf, Efraim Sadka et Chi-Wa Yuen. Do Debt Flows Crowd Out Equity Flows Or the Other Way Round ? Cambridge, MA : National Bureau of Economic Research, juin 2000. http://dx.doi.org/10.3386/w7736.

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Cole, Harold. Self-Enforcing Stochastic Monitoring and the Separation of Debt and Equity Claims. Cambridge, MA : National Bureau of Economic Research, novembre 2008. http://dx.doi.org/10.3386/w14480.

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Edwards, Sebastian. Capital Flows, Foreign Direct Investment, and Debt-Equity Swaps in Developing Countries. Cambridge, MA : National Bureau of Economic Research, octobre 1990. http://dx.doi.org/10.3386/w3497.

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