SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial institutions, asymmetric information and capital structure adjustments
16 references·0 citing·31 second hop
Financial institutions, asymmetric information and capital structure adjustments (2020)Financial institutions, asymmetric inform…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Do Firms Rebalance Their Capital Structures? (2005)Do Firms Rebalance Their Capi…Is Information Risk a Determinant of Asset Returns? (2002)Is Information Risk a Determi…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…The Determinants of Capital Structure Choice (1988)The Determinants of Capital S…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Capital Structure Puzzle (1984)The Capital Structure PuzzleThe Capital Structure Puzzle (1984)The Capital Structure PuzzleCorporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)CORPORATE INCOME TAXES AND TH…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Significance tests and goodness of fit in the analysis of covariance structures. (1980)Firms, Contracts, and Financial Structure (1995)The theory and practice of corporate finance: evidence from the field (2001)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Law and Finance (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Determinants of corporate borrowing (1977)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Survey of Corporate Governance (1997)The Theory of Capital Structure (1991)What Do We Know about Capital Structure? Some Evidence from International Data (1995)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1984The Capital Structure Puzzle7,520 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1988The Determinants of Capital Structure Choice6,108 cited
  • 1963CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION5,951 cited
  • 1984The Capital Structure Puzzle3,151 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 2002Is Information Risk a Determinant of Asset Returns?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,862 cited
  • 2005Do Firms Rebalance Their Capital Structures?1,495 cited
  • Cited by

    No citing works inside the corpus for this window.