References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1983Limited-dependent and qualitative variables in econometrics13,257 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1985Continuous Auctions and Insider Trading9,626 cited
• 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1999A New Estimate of Transaction Costs1,340 cited
• 2003Equity Volatility and Corporate Bond Yields1,194 cited
• 1986Capital Market Equilibrium with Transaction Costs1,096 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 1998How Big are the Tax Benefits of Debt?805 cited