References

• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 2005Private Equity Performance: Returns, Persistence, and Capital Flows1,951 cited
• 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
• 2013Intermediary Asset Pricing1,401 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2004Over-the-Counter Markets1,199 cited
• 2002Mutual Fund Flows and Performance in Rational Markets1,131 cited
• 1990Troubled debt restructurings1,096 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2011The Illiquidity of Corporate Bonds989 cited