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Leveraged buyouts and bond credit spreads
16 references·1 citing·44 second hop
Leveraged buyouts and bond credit spreads (2019)Leveraged buyouts and bond credit spreadsThe Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…Leveraged Buyouts and Private Equity (2009)Leveraged Buyouts and Private…Growth Opportunities and the Choice of Leverage, Debt Maturity, and Covenants (2007)Growth Opportunities and the …Enjoying the Quiet Life? Corporate Governance and Managerial Preferences (2003)Enjoying the Quiet Life? Corp…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Do Credit Spreads Reflect Stationary Leverage Ratios? (2001)Do Credit Spreads Reflect Sta…On cox processes and credit risky securities (1998)On cox processes and credit r…The impact of industry shocks on takeover and restructuring activity (1996)The impact of industry shocks…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Limited liability and incentive contracting with ex-ante action choices (1990)Limited liability and incenti…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…On financial contracting (1979)On financial contractingTheory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Private Equity: Antecedents, Outcomes, Mediators, and Moderators (2022)Private Equity: Antecedents, …The Problem of Social Cost (1960)The Pricing of Options and Corporate Liabilities (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)Measuring security price performance (1980)Using daily stock returns (1985)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Testing Asymmetric-Information Asset Pricing Models (2012)Determinants of corporate borrowing (1977)Common risk factors in the returns on stocks and bonds (1993)Managerial Decisions and Long‐Term Stock Price Performance (2000)What drives merger waves? (2005)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Affine processes and applications in finance (2003)Credit Risk: Modeling, Valuation and Hedging (2004)Brownian Motion and Stochastic Calculus (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)Tobin's q, Corporate Diversification, and Firm Performance (1994)Diversification's effect on firm value (1995)A Survey of Corporate Governance (1997)CEO Overconfidence and Corporate Investment (2005)What Matters in Corporate Governance? (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)The Nature of the Firm (1937)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Separation of Ownership and Control (1983)Law and Finance (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2003Enjoying the Quiet Life? Corporate Governance and Managerial Preferences3,773 cited
  • 1979On financial contracting2,901 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 1996The impact of industry shocks on takeover and restructuring activity1,512 cited
  • 1998On cox processes and credit risky securities1,213 cited
  • 2009Leveraged Buyouts and Private Equity1,036 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 1990Limited liability and incentive contracting with ex-ante action choices925 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited

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2007
Growth Opportunities and the Choice of Leverage, Debt Maturity, and Covenants
762 cited

Cited by

  • 2022Private Equity: Antecedents, Outcomes, Mediators, and Moderators21 cited