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Security Fungibility and the Cost of Capital: Evidence from Global Bonds
16 references·1 citing·47 second hop
Security Fungibility and the Cost of Capital: Evidence from Global Bonds (2005)Security Fungibility and the Cost of Capi…Why are foreign firms listed in the U.S. worth more? (2003)Why are foreign firms listed …Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings (2002)Protection of minority shareh…Why are Foreign Firms Listed in the U.S. Worth More? (2001)Why are Foreign Firms Listed …Factors affecting investment bank initial public offering market share (2000)Factors affecting investment …An Empirical Study of Bond Market Transactions (2000)An Empirical Study of Bond Ma…The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The market reaction to intern…The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States (1999)The Effects of Market Segment…A New Estimate of Transaction Costs (1999)A New Estimate of Transaction…Market Segmentation and the Cost of Capital in International Equity Markets (1998)Market Segmentation and the C…Liquidity, Maturity, and the Yields on U.S. Treasury Securities (1991)Liquidity, Maturity, and the …A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Valuation effects of corporate debt offerings (1986)Valuation effects of corporat…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Using daily stock returns (1985)Using daily stock returnsLimited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…Determinants of Risk Premiums on Corporate Bonds (1959)Determinants of Risk Premiums…Does the decision to issue public debt affect firm valuation? Russian evidence (2014)Does the decision to issue pu…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Volatility spillover effects from Japan and the US to the Pacific–Basin (2000)Dating the integration of world equity markets (2002)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Corporate Yield Spreads and Bond Liquidity (2007)Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Convertible bonds as backdoor equity financing (1992)Seasoned public offerings: Resolution of the "new issues puzzle" (1998)Trade-Off and Pecking Order Theories of Debt (2005)The New Issues Puzzle (1995)Advertising, Breadth of Ownership, and Liquidity (2003)Liquidity of emerging markets (2005)Market Frictions, Price Delay, and the Cross-Section of Expected Returns (2005)Law and Finance (1998)Corporate Ownership Around the World (1999)Earnings management and investor protection: an international comparison (2003)Mandatory IFRS Reporting around the World: Early Evidence on the Economic Consequences (2008)On the use of instrumental variables in accounting research (2009)Large Shareholders and Corporate Control (1986)Legal Determinants of External Finance (1997)Cronyism and capital controls: evidence from Malaysia (2002)The Geography of Equity Listing: Why Do Companies List Abroad? (2002)Political relationships, global financing, and corporate transparency: Evidence from Indonesia☆ (2006)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1985Using daily stock returns6,497 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2003Why are foreign firms listed in the U.S. worth more?1,638 cited
  • 1999A New Estimate of Transaction Costs1,340 cited
  • 1999The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States1,051 cited
  • 2002Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings854 cited
  • 1999The market reaction to international cross-listings: evidence from Depositary Receipts720 cited
  • 1986Valuation effects of corporate debt offerings514 cited
  • 1991Liquidity, Maturity, and the Yields on U.S. Treasury Securities503 cited
  • 1959Determinants of Risk Premiums on Corporate Bonds460 cited
  • 2001Why are Foreign Firms Listed in the U.S. Worth More?398 cited
  • 1998Market Segmentation and the Cost of Capital in International Equity Markets373 cited
  • 2000An Empirical Study of Bond Market Transactions

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324 cited
  • 2000Factors affecting investment bank initial public offering market share315 cited
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    • 2014Does the decision to issue public debt affect firm valuation? Russian evidence15 cited