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OPTIMAL BOND CALL POLICIES UNDER TRANSACTIONS COSTS
12 references·5 citing·39 second hop
OPTIMAL BOND CALL POLICIES UNDER TRANSACTIONS COSTS (1993)OPTIMAL BOND CALL POLICIES UNDER TRANSACT…Stocks, bonds, bills, and inflation yearbook (1993)Stocks, bonds, bills, and inf…Debt Management Under Corporate and Personal Taxation (1987)Debt Management Under Corpora…An empirical investigation of calls of non-convertible bonds (1986)An empirical investigation of…Optimal bond trading with personal taxes (1984)Optimal bond trading with per…A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…An Analysis of Variable Rate Loan Contracts (1980)An Analysis of Variable Rate …A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK (1980)A RATIONALE FOR DEBT MATURITY…Tax Differentials and Callable Bonds (1979)Tax Differentials and Callabl…FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND (1978)FUTURE INVESTMENT OPPORTUNITI…Savings bonds, retractable bonds and callable bonds (1977)Savings bonds, retractable bo…A contingent-claims valuation of convertible securities (1977)A contingent-claims valuation…The Bond Refunding Decision in an Efficient Market (1973)The Bond Refunding Decision i…What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions (2008)What Is the Cost of Financial…Effective duration of callable corporate bonds: Theory and evidence (2003)Effective duration of callabl…Early and late calls of convertible bonds: Theory and evidence (2003)Early and late calls of conve…An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds (2002)An Empirical Examination of C…Probability of call and likelihood of the call feature in a corporate bond (2001)Probability of call and likel…An Intertemporal Capital Asset Pricing Model (1973)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Stock Returns and the Term Structure (1985)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Theory of Financial Decision Making. (1988)An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)Stock Prices and Volume (1992)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Term Structure Movements and Pricing Interest Rate Contingent Claims (1986)The cost of capital, corporation finance and the theory of investment (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Nonparametric Pricing of Interest Rate Derivative Securities (1995)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)The Adjustment of Stock Prices to New Information (1969)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts (2005)Kicking Maturity Down the Road: Early Refinancing and Maturity Management in the Corporate Bond Market (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage (2003)Executive Compensation and the Maturity Structure of Corporate Debt (2010)Running for the Exit? International Bank Lending During a Financial Crisis (2012)The Problem of Social Cost (1960)Insurance and Corporate Risk Management (1987)Inflation Risk in Corporate Bonds (2014)The transmission of monetary policy through bank lending: The floating rate channel (2018)Corporate Debt Maturity Policy and Investor Tax-Timing Options: Theory and Evidence (1995)Callable Bonds Revisited (2010)Investor tastes: Implications for asset pricing in the public debt market (2018)Prices of State-Contingent Claims Implicit in Option Prices (1978)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The Value of Waiting to Invest (1982)Why Does Stock Market Volatility Change Over Time? (1989)No news is good news (1992)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)
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References

  • 1980A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK605 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 1977A contingent-claims valuation of convertible securities491 cited
  • 1993Stocks, bonds, bills, and inflation yearbook396 cited
  • 1980An Analysis of Variable Rate Loan Contracts277 cited
  • 1984Optimal bond trading with personal taxes265 cited
  • 1977Savings bonds, retractable bonds and callable bonds229 cited
  • 1978FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND180 cited
  • 1986An empirical investigation of calls of non-convertible bonds77 cited
  • 1979Tax Differentials and Callable Bonds67 cited
  • 1973The Bond Refunding Decision in an Efficient Market56 cited
  • 1987Debt Management Under Corporate and Personal Taxation43 cited

Cited by

  • 2003Early and late calls of convertible bonds: Theory and evidence32 cited
  • 2008What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions31 cited
  • 2001Probability of call and likelihood of the call feature in a corporate bond

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29 cited
  • 2002An Empirical Examination of Call Option Values Implicit in U.S. Corporate Bonds22 cited
  • 2003Effective duration of callable corporate bonds: Theory and evidence21 cited