References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 1997Industry costs of equity5,793 cited
• 2002Market Timing and Capital Structure3,804 cited
• 2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt3,396 cited
• 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2002Testing the pecking order theory of capital structure2,642 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market