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Uncertainty and liquidity in corporate bond market
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2007Testing for Error Correction in Panel Data*6,105 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2012Endogeneity and the dynamics of internal corporate governance3,018 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty

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  • 2001Robust Control and Model Uncertainty1,349 cited
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