References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 1966Financial Ratios As Predictors of Failure4,753 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2008In Search of Distress Risk2,232 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2004Default Risk in Equity Returns1,997 cited