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The Effect of Three Mile Island on Utility Bond Risk Premia: A Note
11 references·3 citing·42 second hop
The Effect of Three Mile Island on Utility Bond Risk Premia: A Note (1986)The Effect of Three Mile Island on Utilit…Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests (1984)Alternative Duration Specific…The Effect of Three Mile Island on Electric Utility Stock Prices: A Note (1983)The Effect of Three Mile Isla…Intra-Industry Effects of the Accident at Three Mile Island (1983)Intra-Industry Effects of the…The Behavior of the Interest Rate Differential Between Tax-Exempt Revenue and General Obligation Bonds: A Test of Risk Preferences and Market Segmentation (1982)The Behavior of the Interest …Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds (1981)Systematic Variation in Yield…Applying the Market Model to Long-Term Corporate Bonds (1980)Applying the Market Model to …Financial Market Rates and Flows (1979)Financial Market Rates and Fl…THE ASSOCIATION BETWEEN MARKET‐DETERMINED RISK MEASURES FOR BONDS AND BOND RATINGS* (1976)THE ASSOCIATION BETWEEN MARKE…Cyclical variations in the risk structure of interest rates (1975)Cyclical variations in the ri…Financial market rates and flows (1970)Financial market rates and fl…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi (2013)The cross-section of returns,…THE REGULATION EFFECT OF CREDIT RATINGS ON BOND INTEREST YIELD: THE CASE OF JUNK BONDS (1994)THE REGULATION EFFECT OF CRED…The case for mandatory municipal disclosure: Do seasoned municipal bond yields impound publicly available information? (1992)The case for mandatory munici…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Was There a Bubble in the 1929 Stock Market? (1993)A comparative study of structural models of corporate bond yields: An exploratory investigation (2000)The Interest Costs of Green Bonds: Credit Ratings, Corporate Social Responsibility, and Certification (2019)A Study of the Effects of Competition in the Tax-exempt Bond Market (1971)AN EXAMINATION OF THE YIELD SPREAD BETWEEN INSURED AND UNINSURED DEBT (1989)The Role and Impact of Financial Advisors in the Market for Municipal Bonds (2006)Value and Capital (1939)Risk, Return, and Equilibrium: Empirical Tests (1973)An equilibrium characterization of the term structure (1977)On the Fisher-Weil immunization theorem (1987)Immunization using a stochastic-process independent multi-factor model: The Portuguese experience (2005)A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration (2006)PORTFOLIO SELECTION* (1952)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)AN ANALYSIS OF ALTERNATIVE MEASURES OF INVESTMENT RISK (1975)ASPECTS OF CORPORATE BOND PORTFOLIO DIVERSIFICATION (1979)Applied Linear Statistical Models. (1975)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Timing Decisions and the Behavior of Mutual Fund Systematic Risk (1982)Bond Systematic Risk and the Option Pricing Model (1983)Econometric Models and Economic Forecasts (1990)The bond event study methodology since 1974 (2016)The Adjustment of Stock Prices to New Information (1969)Measuring security price performance (1980)An analysis of the stock market impact of environmental performance information (2004)The Value Relevance of Financial and Non-Financial Environmental Reporting (2009)Mandated Social Disclosure: An Analysis of the Response to the California Transparency in Supply Chains Act of 2010 (2016)Capital Market Equilibrium with Restricted Borrowing (1972)The arbitrage theory of capital asset pricing (1976)Gaining from Loss: Property-Liability Insurer Stock Values in the Aftermath of the 1989 California Earthquake (1992)The BP Oil Spill: Shareholder Wealth Effects and Environmental Disclosures (2017)ESG reputation risk matters: An event study based on social media data (2023)Determinants of the call option on corporate bonds (1992)The Maturity of Debt Issues and Predictable Variation in Bond Returns (2001)Information transparency and pricing in the municipal bond secondary market (2006)The Association between Municipal Accounting Information and Bond Rating Changes (1982)Measuring Corporate Bond Mortality and Performance (1989)Liquidity and Credit Risk (2006)Measuring Default Risk Premia from Default Swap Rates and EDFs (2007)
this work references cited by second hop

References

  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 1983Intra-Industry Effects of the Accident at Three Mile Island190 cited
  • 1983The Effect of Three Mile Island on Electric Utility Stock Prices: A Note138 cited
  • 1979Financial Market Rates and Flows123 cited
  • 1975Cyclical variations in the risk structure of interest rates106 cited
  • 1970Financial market rates and flows103 cited
  • 1984Alternative Duration Specifications and the Measurement of Basis Risk: Empirical Tests52 cited
  • 1976THE ASSOCIATION BETWEEN MARKET‐DETERMINED RISK MEASURES FOR BONDS AND BOND RATINGS*46 cited
  • 1980Applying the Market Model to Long-Term Corporate Bonds46 cited
  • 1982The Behavior of the Interest Rate Differential Between Tax-Exempt Revenue and General Obligation Bonds: A Test of Risk Preferences and Market Segmentation43 cited
  • 1981Systematic Variation in Yield Spreads for Tax-Exempt General Obligation Bonds40 cited

Cited by

  • 2013The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi34 cited
  • 1994THE REGULATION EFFECT OF CREDIT RATINGS ON BOND INTEREST YIELD: THE CASE OF JUNK BONDS26 cited
  • 1992The case for mandatory municipal disclosure: Do seasoned municipal bond yields impound publicly available information?

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22 cited