References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,052 cited
• 2001The theory and practice of corporate finance: evidence from the field5,947 cited
• 1995THE GARCH OPTION PRICING MODEL1,131 cited
• 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,053 cited
• 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2001An EBIT‐Based Model of Dynamic Capital Structure957 cited
• 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
• 2006Credit Ratings and Capital Structure847 cited
• 1986The effect of bond rating changes on common stock prices734 cited
• 1986Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model709 cited
• 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation678 cited
• 1994MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT391 cited
• 2003A barrier option framework for corporate security valuation