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Are Credit Default Swaps Associated with Higher Corporate Defaults?
16 references·1 citing·39 second hop
Are Credit Default Swaps Associated with Higher Corporate Defaults? (2011)Are Credit Default Swaps Associated with …Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …In Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsInstitutional Investors and Equity Prices (2001)Institutional Investors and E…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Institutional Investors and Equity Prices (1998)Institutional Investors and E…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Agency Problems and Residual Claims (1983)Agency Problems and Residual …Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Strategic conduct in credit derivative markets (2013)Strategic conduct in credit d…Financial Ratios As Predictors of Failure (1966)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)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)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Separation of Ownership and Control (1983)Law and Finance (1998)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The cost of capital, corporation finance and the theory of investment (2008)Theory of Value (1959)Auditor size and audit quality (1981)Strategic assets and organizational rent (1993)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1983Agency Problems and Residual Claims4,877 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2001Institutional Investors and Equity Prices1,646 cited

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  • 1998Institutional Investors and Equity Prices1,263 cited
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    • 2013Strategic conduct in credit derivative markets21 cited