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THE EFFECT OF BANKRUPTCY ON SYSTEMATIC RISK OF COMMON STOCK: AN EMPIRICAL ASSESSMENT
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THE EFFECT OF BANKRUPTCY ON SYSTEMATIC RISK OF COMMON STOCK: AN EMPIRICAL ASSESSMENT (1992)THE EFFECT OF BANKRUPTCY ON SYSTEMATIC RI…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Using daily stock returns (1985)Using daily stock returnsASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS (1985)ASSESSING THE VULNERABILITY T…The market for corporate control (1983)The market for corporate cont…A Possible Explanation of the Small Firm Effect (1981)A Possible Explanation of the…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…The option pricing model and the risk factor of stock (1976)The option pricing model and …On the Association Between Operating Leverage and Risk (1974)On the Association Between Op…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…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…The Cost of Transacting (1968)The Cost of TransactingMarket Prices, Financial Ratios, and the Prediction of Failure (1968)Market Prices, Financial Rati…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)Some New Stock-Market Indexes (1966)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Investor Sentiment and the Cross‐Section of Stock Returns (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Towards an economic theory of the multiproduct firm (1982)Bank Governance, Regulation, and Risk Taking (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Politically Connected Firms (2006)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Management ownership and market valuation (1988)Agency Theory: An Assessment and Review (1989)A Survey of Corporate Governance (1997)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)In Search of Distress Risk (2008)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Networks: Between markets and hierarchies (1986)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1985Using daily stock returns6,887 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1983The market for corporate control4,145 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1968The Cost of Transacting1,909 cited
  • 1976The option pricing model and the risk factor of stock1,239 cited
  • 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
  • 1985ASSESSING THE VULNERABILITY TO FAILURE OF AMERICAN INDUSTRIAL FIRMS: A LOGISTIC ANALYSIS559 cited
  • 1973A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY538 cited
  • 1974On the Association Between Operating Leverage and Risk513 cited
  • 1981A Possible Explanation of the Small Firm Effect432 cited
  • 1968Market Prices, Financial Ratios, and the Prediction of Failure

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