References

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• 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1986Finite state markov-chain approximations to univariate and vector autoregressions1,538 cited
• 2005Business cycles in emerging economies: the role of interest rates1,360 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
• 2004Over-the-Counter Markets1,199 cited
• 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
• 2011The Illiquidity of Corporate Bonds989 cited
• 2007Corporate Bond Market Transaction Costs and Transparency