SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Credit Default Swaps and Firm Value
16 references·7 citing·38 second hop
Credit Default Swaps and Firm Value (2018)Credit Default Swaps and Firm ValueHow Does Financing Impact Investment? The Role of Debt Covenants (2008)How Does Financing Impact Inv…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Insider trading in credit derivatives☆ (2007)Insider trading in credit der…Information and the Cost of Capital (2004)Information and the Cost of C…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsStock Valuation and Learning about Profitability (2003)Stock Valuation and Learning …Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Industry costs of equity (1997)Industry costs of equityA Simple Approximation of Tobin's q (1994)A Simple Approximation of Tob…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…How does credit risk affect cost management strategies? Evidence on the initiation of credit default swap and sticky cost behavior (2023)How does credit risk affect c…Credit default swaps and corporate ESG performance (2023)Credit default swaps and corp…Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market (2022)Financial derivatives, analys…Credit Default Swaps around the World (2021)Credit Default Swaps around t…Credit Default Swaps and Debt Overhang (2021)Credit Default Swaps and Debt…High-speed rail, tourist mobility, and firm value (2020)High-speed rail, tourist mobi…Shareholder bargaining power and the emergence of empty creditors (2019)Shareholder bargaining power …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)A five-factor asset pricing model (2014)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)Continuous Auctions and Insider Trading (1985)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Specification Tests in Econometrics (1978)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
this work references cited by second hop

References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1997Industry costs of equity5,793 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 1994A Simple Approximation of Tobin's q2,458 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2008How Does Financing Impact Investment? The Role of Debt Covenants2,077 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2003Stock Valuation and Learning about Profitability1,002 cited
  • 2007Insider trading in credit derivatives☆

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

827 cited

Cited by

  • 2019Shareholder bargaining power and the emergence of empty creditors42 cited
  • 2022Financial derivatives, analyst forecasts, and stock price synchronicity: Evidence from an emerging market35 cited
  • 2023Credit default swaps and corporate ESG performance34 cited
  • 2021Credit Default Swaps around the World31 cited
  • 2021Credit Default Swaps and Debt Overhang31 cited
  • 2023How does credit risk affect cost management strategies? Evidence on the initiation of credit default swap and sticky cost behavior31 cited
  • 2020High-speed rail, tourist mobility, and firm value30 cited