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There are 15070 results for: content related to: Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

  1. Graduated Reserve Requirements and Monetary Control

    The Journal of Finance

    Volume 34, Issue 4, September 1979, Pages: 999–1012, DENNIS E. FARLEY and THOMAS D. SIMPSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb03452.x

  2. Financial Constraints, Debt Capacity, and the Cross-section of Stock Returns

    The Journal of Finance

    Volume 64, Issue 2, April 2009, Pages: 891–921, JAEHOON HAHN and HANGYONG LEE

    Version of Record online : 13 MAR 2009, DOI: 10.1111/j.1540-6261.2009.01452.x

  3. A NOTE ON USING CROSS-SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

    The Journal of Finance

    Volume 28, Issue 5, December 1973, Pages: 1233–1239, Oldrich A. Vasicek

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01452.x

  4. Optimal Financial Crises

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1245–1284, Franklin Allen and Douglas Gale

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00052

  5. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Version of Record online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  6. Covenants and Collateral as Incentives to Monitor

    The Journal of Finance

    Volume 50, Issue 4, September 1995, Pages: 1113–1146, RAGHURAM RAJAN and ANDREW WINTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04052.x

  7. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  8. Signaling and Takeover Deterrence with Stock Repurchases: Dutch Auctions versus Fixed Price Tender Offers

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1373–1402, JOHN C. PERSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02458.x

  9. THE TAX-ADJUSTED YIELD CURVE

    The Journal of Finance

    Volume 30, Issue 3, June 1975, Pages: 811–830, J. Huston McCulloch

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb01852.x

  10. Financial Distress and the Cross-section of Equity Returns

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 789–822, LORENZO GARLAPPI and HONG YAN

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01652.x

  11. Miller's Equilibrium, Shareholder Leverage Clienteles, and Optimal Capital Structure

    The Journal of Finance

    Volume 37, Issue 2, May 1982, Pages: 301–319, E. HAN KIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03552.x

  12. Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1279–1304, NEIL D. PEARSON and TONG-SHENG SUN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02454.x

  13. Is the Electronic Open Limit Order Book Inevitable?

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1127–1161, LAWRENCE R. GLOSTEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02450.x

  14. Tax-Induced Intertemporal Restrictions on Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1347–1371, PETER BOSSAERTS and ROBERT M. DAMMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02457.x

  15. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  16. Interactions of Corporate Financing and Investment Decisions: A Dynamic Framework

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1253–1277, DAVID C. MAUER and ALEXANDER J. TRIANTIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02453.x

  17. Partial Revelation of Information in Experimental Asset Markets

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 265–295, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03752.x

  18. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  19. Analysis of different parameterisations of waveform inversion of compressional body waves in an elastic transverse isotropic Earth with a vertical axis of symmetry

    Geophysical Prospecting

    Weiguang He and René-Édouard Plessix

    Version of Record online : 26 SEP 2016, DOI: 10.1111/1365-2478.12452

  20. “MARKET TIMING AND PORTFOLIO MANAGEMENT”

    The Journal of Finance

    Volume 33, Issue 4, September 1978, Pages: 1119–1131, Dwight Grant

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02052.x