References

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• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 2004Default Risk in Equity Returns1,997 cited
• 2002Earnings Surprises, Growth Expectations, and Stock Returns or Don't Let an Earnings Torpedo Sink Your Portfolio1,471 cited
• 2004Assessing the Probability of Bankruptcy1,357 cited
• 2011Corporate Governance, Product Market Competition, and Equity Prices1,171 cited
• 1998Is the Risk of Bankruptcy a Systematic Risk?1,002 cited
• 2006Multi-period corporate default prediction with stochastic covariates973 cited
• 2010Financial Strength and Product Market Behavior: The Real Effects of Corporate Cash Holdings