References

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• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 1997Credit Cycles5,254 cited
• 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1991The Credit Crunch1,340 cited
• 2003Equity Volatility and Corporate Bond Yields1,194 cited
• 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data1,098 cited
• 2007Corporate Yield Spreads and Bond Liquidity1,087 cited