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Pension plans’ funded status volatility and corporate credit risk
16 references·0 citing·43 second hopsampled
Pension plans’ funded status volatility and corporate credit risk (2022)Pension plans’ funded status volatility a…New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)New Evidence on Measuring Fin…Financial Constraints, Investment, and the Value of Cash Holdings (2009)Financial Constraints, Invest…Financial Accounting Standards Board (FASB) (2008)Financial Accounting Standard…Accounting Information, Disclosure, and the Cost of Capital (2007)Accounting Information, Discl…Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans (2006)Investment and Financing Cons…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…The market pricing of accruals quality (2005)The market pricing of accrual…Does Auditor Quality and Tenure Matter to Investors? Evidence from the Bond Market (2004)Does Auditor Quality and Tenu…Accounting transparency and the term structure of credit spreads (2004)Accounting transparency and t…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Term Structures of Credit Spr…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Do Investment-Cash Flow Sensi…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Financing Constraints and Corporate Investment (1988)The determinants and implications of corporate cash holdings (1999)Corporate social responsibility and access to finance (2013)The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research (2016)Demand for green finance: Resolving financing constraints on green innovation in China (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)How does financial reporting quality relate to investment efficiency? (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Disclosure, Liquidity, and the Cost of Capital (1991)Legal Determinants of External Finance (1997)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The arbitrage theory of capital asset pricing (1976)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Retail Investor Sentiment and Return Comovements (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Individualism and Momentum around the World (2010)The cost of capital, corporation finance and the theory of investment (2008)Credit supply and corporate innovation (2013)Do Measures of Financial Constraints Measure Financial Constraints? (2015)Policy Uncertainty and Corporate Investment (2015)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Forecasting Default with the Merton Distance to Default Model (2008)Credit Spreads and Business Cycle Fluctuations (2012)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)
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References

  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
  • 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?6,790 cited
  • 2010New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index5,574 cited
  • 2005The market pricing of accruals quality3,101 cited
  • 2007Accounting Information, Disclosure, and the Cost of Capital2,582 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2006Information Uncertainty and Stock Returns1,844 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 2009Financial Constraints, Investment, and the Value of Cash Holdings1,382 cited
  • 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
  • 2003Equity Volatility and Corporate Bond Yields1,207 cited
  • 2008Financial Accounting Standards Board (FASB)1,095 cited
  • 2006Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans829 cited
  • 2004Does Auditor Quality and Tenure Matter to Investors? Evidence from the Bond Market

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808 cited
  • 2004Accounting transparency and the term structure of credit spreads495 cited
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