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Stock Return Volatility and Capital Structure Decisions
16 references·2 citing·33 second hop
Stock Return Volatility and Capital Structure Decisions (2013)Stock Return Volatility and Capital Struc…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…The Cash Flow Sensitivity of Cash (2004)The Cash Flow Sensitivity of …Testing Trade-Off and Pecking Order Predictions About Dividends and Debt (2002)Testing Trade-Off and Pecking…Testing the pecking order theory of capital structure (2002)Testing the pecking order the…Market Timing and Capital Structure (2002)Market Timing and Capital Str…The theory and practice of corporate finance: evidence from the field (2001)The theory and practice of co…The distribution of realized stock return volatility (2001)The distribution of realized …What Do We Know about Capital Structure? Some Evidence from International Data (1995)What Do We Know about Capital…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Theory of Capital Structure (1991)The Theory of Capital Structu…The Determinants of Capital Structure Choice (1988)The Determinants of Capital S…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Stock return volatility and capital structure measures of nonfinancial firms in a dynamic panel model: Evidence from P akistan (2018)Stock return volatility and c…Is there a leverage target for REITs? (2017)Is there a leverage target fo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Significance tests and goodness of fit in the analysis of covariance structures. (1980)Corporate financing and investment decisions when firms have information that investors do not have (1984)Firms, Contracts, and Financial Structure (1995)A Survey of Corporate Governance (1997)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Managing with Style: The Effect of Managers on Firm Policies (2003)Law, finance, and economic growth in China (2005)The economic implications of corporate financial reporting (2005)Corporate Ownership Around the World (1999)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1995What Do We Know about Capital Structure? Some Evidence from International Data6,527 cited
  • 1988The Determinants of Capital Structure Choice6,108 cited
  • 2001The theory and practice of corporate finance: evidence from the field5,947 cited
  • 1991The Theory of Capital Structure4,371 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 2004The Cash Flow Sensitivity of Cash3,523 cited
  • 2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt3,396 cited
  • 2002Testing the pecking order theory of capital structure

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2,642 cited
  • 2001The distribution of realized stock return volatility2,264 cited
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    • 2018Stock return volatility and capital structure measures of nonfinancial firms in a dynamic panel model: Evidence from P akistan28 cited
    • 2017Is there a leverage target for REITs?24 cited