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Credit Cycles, Expectations, and Corporate Investment
16 references·0 citing·34 second hop
Credit Cycles, Expectations, and Corporate Investment (2019)Credit Cycles, Expectations, and Corporat…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)New Evidence on Measuring Fin…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Industry costs of equity (1997)Industry costs of equityGolden Eggs and Hyperbolic Discounting (1997)Golden Eggs and Hyperbolic Di…Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Do Investment-Cash Flow Sensi…Credit Cycles (1997)Credit CyclesInitial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Financial Ratios As Predictors of Failure (1966)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Specious reward: A behavioral theory of impulsiveness and impulse control. (1975)Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Time Discounting and Time Preference: A Critical Review (2002)Implications of rational inattention (2003)Does Culture Affect Economic Outcomes? (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managing with Style: The Effect of Managers on Firm Policies (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?6,790 cited
  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1997Industry costs of equity5,793 cited
  • 2010New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index5,574 cited
  • 1997Credit Cycles5,254 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited

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  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
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