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There are 46942 results for: content related to: Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

  1. The Risk-Adjusted Cost of Financial Distress

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2557–2586, HEITOR ALMEIDA and THOMAS PHILIPPON

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01286.x

  2. Local Currency Sovereign Risk

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1027–1070, WENXIN DU and JESSE SCHREGER

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12389

  3. Good-Specific Habit Formation and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1699–1732, JULES H. VAN BINSBERGEN

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12397

  4. The Value of Financial Flexibility

    The Journal of Finance

    Volume 63, Issue 5, October 2008, Pages: 2263–2296, ANDREA GAMBA and ALEXANDER TRIANTIS

    Version of Record online : 10 SEP 2008, DOI: 10.1111/j.1540-6261.2008.01397.x

  5. Time and the Price Impact of a Trade

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2467–2498, Alfonso Dufour and Robert F. Engle

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00297

  6. Financing and Advising: Optimal Financial Contracts with Venture Capitalists

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2059–2085, Catherine Casamatta

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00597

  7. THE LEASE-OR-BUY AND ASSET ACQUISITION DECISIONS

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1203–1214, Lawrence D. Schall

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03097.x

  8. More Powerful Portfolio Approaches to Regressing Abnormal Returns on Firm-Specific Variables for Cross-Sectional Studies

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2055–2070, RAMESH CHANDRA and BALA V. BALACHANDRAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04697.x

  9. An Empirical Investigation of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 35, Issue 5, December 1980, Pages: 1073–1103, RICHARD ROLL and STEPHEN A. ROSS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02197.x

  10. Asymmetric Information, Managerial Opportunism, Financing, and Payout Policies

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 637–660, THOMAS H. NOE and MICHAEL J. REBELLO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02697.x

  11. The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1389–1413, Marshall E. Blume, Felix Lim and A. Craig Mackinlay

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00057

  12. Explaining the Rate Spread on Corporate Bonds

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 247–277, Edwin J. Elton, Martin J. Gruber, Deepak Agrawal and Christopher Mann

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00324

  13. Disasters Implied by Equity Index Options

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 1969–2012, DAVID BACKUS, MIKHAIL CHERNOV and IAN MARTIN

    Version of Record online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01697.x

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    Tiebreaker: Certification and Multiple Credit Ratings

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 113–152, DION BONGAERTS, K. J. MARTIJN CREMERS and WILLIAM N. GOETZMANN

    Version of Record online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01709.x

  15. Option Prices as Predictors of Equilibrium Stock Prices

    The Journal of Finance

    Volume 37, Issue 4, September 1982, Pages: 1043–1057, STEVEN MANASTER and RICHARD J. RENDLEMAN JR.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb03597.x

  16. Leverage Choice and Credit Spreads when Managers Risk Shift

    The Journal of Finance

    Volume 65, Issue 6, December 2010, Pages: 2323–2362, MURRAY CARLSON and ALI LAZRAK

    Version of Record online : 9 NOV 2010, DOI: 10.1111/j.1540-6261.2010.01617.x

  17. Information Diversity and Market Behavior

    The Journal of Finance

    Volume 37, Issue 1, March 1982, Pages: 87–102, STEPHEN FIGLEWSKI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1982.tb01097.x

  18. THE VALUE OF CALL DEFERMENT ON A BOND: SOME EMPIRICAL RESULTS

    The Journal of Finance

    Volume 22, Issue 4, December 1967, Pages: 623–636, Gordon Pye

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb00297.x

  19. Counterparty Risk and the Pricing of Defaultable Securities

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1765–1799, Robert A. Jarrow and Fan Yu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00389

  20. THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

    The Journal of Finance

    Volume 33, Issue 1, March 1978, Pages: 177–186, William Margrabe

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb03397.x