References

• 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
• 1966Financial Ratios As Predictors of Failure4,753 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2002Do Non–Audit Service Fees Impair Auditor Independence? Evidence from Going Concern Audit Opinions1,352 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2005An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps1,166 cited
• 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
• 2011The Benefits of Financial Statement Comparability1,038 cited
• 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2010The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings922 cited
• 2006The discovery and reporting of internal control deficiencies prior to SOX-mandated audits793 cited