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Risk and Bankruptcy Research: Mapping the State of the Art
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Risk and Bankruptcy Research: Mapping the State of the Art (2023)Risk and Bankruptcy Research: Mapping the…How to conduct a bibliometric analysis: An overview and guidelines (2021)How to conduct a bibliometric…bibliometrix : An R-tool for comprehensive science mapping analysis (2017)bibliometrix : An R-tool for …Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Depression Babies: Do Macroec…Bank lending during the financial crisis of 2008 (2009)Bank lending during the finan…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Bank governance, regulation and risk taking (2008)Bank governance, regulation a…Theory and practise of the g-index (2006)Theory and practise of the g-…An index to quantify an individual's scientific research output (2005)An index to quantify an indiv…Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Software survey: VOSviewer, a computer program for bibliometric mapping (2009)Bibliometric Methods in Management and Organization (2014)Conducting systematic literature reviews and bibliometric analyses (2019)Software tools for conducting bibliometric analysis in science: An up-to-date review (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review (2003)Guidelines for advancing theory and practice through bibliometric research (2022)Literature reviews as independent studies: guidelines for academic practice (2022)Bibliometric Analysis: The Main Steps (2024)In Search of Distress Risk (2008)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Bibliometrics: The Leiden Manifesto for research metrics (2015)The bibliometric analysis of scholarly production: How great is the impact? (2015)
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  • 2017bibliometrix : An R-tool for comprehensive science mapping analysis16,195 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2021How to conduct a bibliometric analysis: An overview and guidelines14,255 cited
  • 2005An index to quantify an individual's scientific research output11,612 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2009Bank lending during the financial crisis of 20082,777 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*

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  • 2006Theory and practise of the g-index2,347 cited
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