SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Derivation of a New Model of Equity Duration
16 references·1 citing·38 second hop
The Derivation of a New Model of Equity Duration (2001)The Derivation of a New Model of Equity D…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The equity premium: A puzzle (1985)The equity premium: A puzzleModern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE (1973)A STATE‐PREFERENCE MODEL OF O…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…An Empirical Investigation of Self-Attitudes (1954)An Empirical Investigation of…Value and Capital (1939)Value and CapitalPerformance measurement with loss aversion (2006)Performance measurement with …Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)The Nature of the Firm (1937)Separation of Ownership and Control (1983)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Self-fulfilling prophecies (1981)The contingent valuation method: a review (2003)Rare Disasters, Asset Prices, and Welfare Costs (2009)
this work references cited by second hop

References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1939Value and Capital2,893 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1973A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE2,598 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1954An Empirical Investigation of Self-Attitudes1,690 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1976
The Valuation of Uncertain Income Streams and the Pricing of Options
1,620 cited

Cited by

  • 2006Performance measurement with loss aversion23 cited