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Stock-Bond Return Co-Movement and Accounting Information
16 references·0 citing·33 second hop
Stock-Bond Return Co-Movement and Accounting Information (2015)Stock-Bond Return Co-Movement and Account…Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Understanding earnings qualit…How does financial reporting quality relate to investment efficiency? (2009)How does financial reporting …Information and the Cost of Capital (2004)Information and the Cost of C…Conservatism in Accounting Part I: Explanations and Implications (2003)Conservatism in Accounting Pa…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The conservatism principle and the asymmetric timeliness of earnings1 (1997)The conservatism principle an…Industry costs of equity (1997)Industry costs of equityCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…On financial contracting (1979)On financial contractingDeterminants of corporate borrowing (1977)Determinants of corporate bor…Theory 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…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Biases in Dynamic Models with Fixed Effects (1981)Formulation and estimation of dynamic models using panel data (1982)A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle (1985)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)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)An equilibrium characterization of the term structure (1977)The Nature of the Firm (1937)Separation of Ownership and Control (1983)An Integrative Model Of Organizational Trust (1995)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Multifactor Explanations of Asset Pricing Anomalies (1996)How do family ownership, control and management affect firm value? (2005)Measuring Geopolitical Risk (2022)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1997Industry costs of equity5,793 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,273 cited
  • 2010Understanding earnings quality: A review of the proxies, their determinants and their consequences4,171 cited
  • 1997The conservatism principle and the asymmetric timeliness of earnings13,988 cited
  • 2009How does financial reporting quality relate to investment efficiency?3,211 cited
  • 2004Information and the Cost of Capital3,171 cited
  • 1979On financial contracting2,901 cited

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2003
Conservatism in Accounting Part I: Explanations and Implications
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