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New evidence on the impact of financial leverage on beta risk: A time-series approach
16 references·3 citing·34 second hop
New evidence on the impact of financial leverage on beta risk: A time-series approach (2002)New evidence on the impact of financial l…Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system (1996)Exchange rate variability and…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Empirical Tests of the Consumption‐Oriented CAPM (1989)Empirical Tests of the Consum…Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…The Impact of the Degrees of Operating and Financial Leverage on Systematic Risk of Common Stock (1984)The Impact of the Degrees of …The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The stochastic behavior of co…The Importance of a Market-Value Measurement of Debt in Assessing Leverage (1980)The Importance of a Market-Va…DEBT AND TAXES* (1977)DEBT AND TAXES*Debt and Taxes (1977)Debt and TaxesStudies of stock market volatility changes (1976)Studies of stock market volat…A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY (1973)A MEAN‐VARIANCE SYNTHESIS OF …THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)THE EFFECT OF THE FIRM'S CAPI…CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)CORPORATE INCOME TAXES AND TH…The Impact of Financial Leverage on the Variance of Stock Returns (2019)The Impact of Financial Lever…Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 2011 (2013)Credit vs. demand constraints…Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model (2008)Forecasting innovation diffus…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Time Series Analysis: Forecasting and Control (1977)Threshold heteroskedastic models (1994)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The distribution of realized stock return volatility (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating betas from nonsynchronous data (1977)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Another Look at the Cross-Section of Expected Stock Returns (1995)Replicating Anomalies (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)The cost of capital, corporation finance and the theory of investment (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Asset pricing and the bid-ask spread (1986)Theory of Financial Decision Making. (1988)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Determinants of corporate borrowing (1977)The theory and practice of corporate finance: evidence from the field (2001)The Cross‐Section of Volatility and Expected Returns (2006)Asymmetric volatility transmission in international stock markets (1995)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)What good is a volatility model? (2001)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Stock market volatility and the business cycle (1996)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

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  • 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
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  • 1973A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY538 cited
  • 1996Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system

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206 cited
  • 1980The Importance of a Market-Value Measurement of Debt in Assessing Leverage196 cited
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    • 2008Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model53 cited
    • 2019The Impact of Financial Leverage on the Variance of Stock Returns25 cited
    • 2013Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 201120 cited