22
H index
29
i10 index
7255
Citations
University of California-Berkeley | 22 H index 29 i10 index 7255 Citations RESEARCH PRODUCTION: 40 Articles 31 Papers RESEARCH ACTIVITY: 51 years (1968 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ple236 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hayne Ellis Leland. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 6 |
American Economic Review | 6 |
The Review of Economic Studies | 4 |
Journal of Political Economy | 3 |
Bell Journal of Economics | 3 |
Finance | 2 |
The Quarterly Journal of Economics | 2 |
The Review of Financial Studies | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Research Program in Finance Working Papers / University of California at Berkeley | 26 |
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito. (2023). Perillo, Marcelo Fabian. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:11-01. Full description at Econpapers || Download paper | |
2023 | Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553. Full description at Econpapers || Download paper | |
2023 | Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948. Full description at Econpapers || Download paper | |
2024 | Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431. Full description at Econpapers || Download paper | |
2023 | Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors. (2023). Brauner, Claude-Michel ; Liang, Jin ; Dong, Yuchao. In: Papers. RePEc:arx:papers:2301.10898. Full description at Econpapers || Download paper | |
2023 | The financial health of a company and the risk of its default: Back to the future. (2023). Fabrizi, Eugenio ; Dainelli, Francesco ; Bet, Gianmarco. In: Papers. RePEc:arx:papers:2302.10140. Full description at Econpapers || Download paper | |
2023 | Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange. (2023). Wepukhulu, Joshua Matanda ; Oluoch, Oluoch ; Shikumo, David Haritone. In: Papers. RePEc:arx:papers:2303.10910. Full description at Econpapers || Download paper | |
2023 | Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014. Full description at Econpapers || Download paper | |
2023 | With a Grain of Salt: Uncertain Relevance of External Information and Firm Disclosures. (2023). Wiedman, Elyashiv ; Michaeli, Beatrice ; Libgober, Jonathan. In: Papers. RePEc:arx:papers:2304.09262. Full description at Econpapers || Download paper | |
2023 | Deep Learning for Solving and Estimating Dynamic Macro-Finance Models. (2023). Gu, Zhouzhou ; Jiao, Anran ; Qiao, Edward ; Fan, Benjamin ; Lu, LU ; Li, Wenhao. In: Papers. RePEc:arx:papers:2305.09783. Full description at Econpapers || Download paper | |
2023 | Reinforcement Learning for Credit Index Option Hedging. (2023). Vittori, Edoardo ; Trapletti, Michele ; Pinciroli, Marco ; Mandelli, Francesco. In: Papers. RePEc:arx:papers:2307.09844. Full description at Econpapers || Download paper | |
2023 | Applying Reinforcement Learning to Option Pricing and Hedging. (2023). Stoiljkovic, Zoran. In: Papers. RePEc:arx:papers:2310.04336. Full description at Econpapers || Download paper | |
2024 | Optimal VPPI strategy under Omega ratio with stochastic benchmark. (2024). Zhang, Litian ; Liang, Zongxia ; He, Lin ; Guan, Guohui. In: Papers. RePEc:arx:papers:2403.13388. Full description at Econpapers || Download paper | |
2024 | On Mertons Optimal Portfolio Problem under Sporadic Bankruptcy. (2024). Pokojovy, Michael ; Kopeliovich, Yaacov. In: Papers. RePEc:arx:papers:2403.15923. Full description at Econpapers || Download paper | |
2024 | Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference. (2024). Chakraborty, Tanujit ; Bandyopadhyay, Gautam ; Rakshit, Agni. In: Papers. RePEc:arx:papers:2405.02919. Full description at Econpapers || Download paper | |
2024 | Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options. (2024). Wei, Dongming ; Kazbek, Rakhymzhan ; Erlangga, Yogi ; Amanbek, Yerlan. In: Papers. RePEc:arx:papers:2412.08987. Full description at Econpapers || Download paper | |
2024 | Monetary Policy Transmission Through Shadow and Traditional Banks. (2024). Izumi, Ryuichiro ; Cheng, Yuteng. In: Staff Working Papers. RePEc:bca:bocawp:24-9. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Portfolio decarbonisation strategies: questions and suggestions. (2024). Angelini, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_840_24. Full description at Econpapers || Download paper | |
2023 | Default risk and earnings expectations: The role of contract maturity in the credit default swap market. (2023). Taylor, Gary K ; Hill, Mary S. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4275-4298. Full description at Econpapers || Download paper | |
2024 | Occupational choice and entrepreneurship: From necessity to opportunity. (2024). Distefano, Rosaria. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:1:p:225-247. Full description at Econpapers || Download paper | |
2023 | Leverage and firm value. (2023). Brigida, Matthew ; Barboza, Gustavo A ; Pratt, William R. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12218. Full description at Econpapers || Download paper | |
2023 | Pricing contingent convertibles with idiosyncratic risk. (2023). Yang, Zhaojun ; Zeng, Pingping ; Wang, Xiaolin. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693. Full description at Econpapers || Download paper | |
2023 | A note on changes in additive risky benefits and risky costs. (2023). Menegatti, Mario. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:753-763. Full description at Econpapers || Download paper | |
2023 | Option?for?guarantee swaps and flexible investment opportunities. (2021). Wang, Chong ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1286-1301. Full description at Econpapers || Download paper | |
2024 | Optimal design of deferred compensation for bank executives under agency conflicts. (2024). Chen, Linyue ; Tan, Yingxian ; Xu, Mingyu ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:772-792. Full description at Econpapers || Download paper | |
2024 | Legal Risk and Insider Trading. (2024). Kacperczyk, Marcin ; Pagnotta, Emiliano S. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:305-355. Full description at Econpapers || Download paper | |
2024 | Artificial Intelligence, Education, and Entrepreneurship. (2024). Jin, Zhao ; Gofman, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:631-667. Full description at Econpapers || Download paper | |
2024 | A q$q$ Theory of Internal Capital Markets. (2024). Giroud, Xavier ; Dai, Min ; Wang, Neng ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1147-1197. Full description at Econpapers || Download paper | |
2024 | Presidential Address: Macrofinance and Resilience. (2024). Brunnermeier, Markus K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3683-3728. Full description at Econpapers || Download paper | |
2024 | Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941. Full description at Econpapers || Download paper | |
2023 | The role of bank lenders in firm leverage adjustments. (2023). Chen, Kai ; Zhu, Feifei ; Gao, Wenlian. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:63-97. Full description at Econpapers || Download paper | |
2024 | Excess cash and equity option liquidity. (2024). Deng, Min ; Nguyen, Minh. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:401-433. Full description at Econpapers || Download paper | |
2024 | Occupational Licensing and Minority Participation in Professional Labor Markets. (2024). Sutherland, Andrew ; Uckert, Matthias ; Vetter, Felix W. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:2:p:453-503. Full description at Econpapers || Download paper | |
2023 | Recent advances in reinforcement learning in finance. (2023). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:437-503. Full description at Econpapers || Download paper | |
2023 | A Leland model for delta hedging in central risk books. (2023). Webster, Kevin ; Wang, Zexin ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:504-547. Full description at Econpapers || Download paper | |
2023 | Operations?Finance Interface in Risk Management: Research Evolution and Opportunities. (2021). Huchzermeier, Arnd ; Zhao, Lima ; Wang, Jiao. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:2:p:355-389. Full description at Econpapers || Download paper | |
2023 | Recourse as shadow equity: Evidence from commercial real estate loans. (2023). Loewenstein, Lara ; Kurtzman, Robert ; Glancy, David ; Nichols, Joseph. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:5:p:1108-1136. Full description at Econpapers || Download paper | |
2024 | Fiscal Policy and the Balance Sheet of the Private Sector. (2024). von Thadden, Ernst-Ludwig ; Rochet, Jean-Charles ; Gersbach, Hans. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_544. Full description at Econpapers || Download paper | |
2023 | How to Reconcile Pandemic Business Interruption Risk With Insurance Coverage. (2023). Spaeter, Sandrine. In: Revue d'économie politique. RePEc:cai:repdal:redp_332_0177. Full description at Econpapers || Download paper | |
2023 | The signaling value of legal form in debt financing. (2023). Vanhaverbeke, Steven ; Mahieu, Jeroen ; Bracht, Felix. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1914. Full description at Econpapers || Download paper | |
2023 | The Financial and Non-Financial Performance of Token-Based Crowdfunding: Certification Arbitrage, Investor Choice, and the Optimal Timing of ICOs. (2023). Momtaz, Paul P ; Hornuf, Lars ; Drobetz, Wolfgang ; Dombrowski, Niclas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10393. Full description at Econpapers || Download paper | |
2023 | Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407. Full description at Econpapers || Download paper | |
2023 | Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511. Full description at Econpapers || Download paper | |
2023 | Precautionary Savings, Loss Aversion, and Risk: Theory and Evidence. (2023). Georgalos, Konstantinos ; Hajimoladarvish, Narges ; Dhami, Sanjit. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10570. Full description at Econpapers || Download paper | |
2024 | Material Source and Waste Taxes in Competitive Equilibrium. (2024). Lorang, Etienne ; Gerlagh, Reyer. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11091. Full description at Econpapers || Download paper | |
2024 | The Transmission of Monetary Policy to the Cost of Hedging. (2024). Fengler, Matthias ; Minger, Stephan ; Koeniger, Winfried. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556. Full description at Econpapers || Download paper | |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper | |
2024 | Central Bank Capital and Shareholder Relationship. (2024). Dimitrov, Daniel ; Chen, Damiaan ; Broeders, Dirk ; Bonetti, Matteo. In: Working Papers. RePEc:dnb:dnbwpp:809. Full description at Econpapers || Download paper | |
2023 | Monopoly profit lower than oligopoly due to risk aversion. (2023). Kobayashi, Shinji ; Jin, Jim. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00497. Full description at Econpapers || Download paper | |
2023 | Impact of the Global Financial Crisis and the Tunisia’s Jasmine Revolution on the Corporate Capital Structure: Evidence from Four Arab Countries. (2023). Jilani, Faouzi ; ben Hamouda, Raja Zekri. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-15. Full description at Econpapers || Download paper | |
2023 | The governance role of lender monitoring: Evidence from Borrowers tax planning. (2023). Xie, Feixue ; Shao, Pei ; Zhou, Fuzhao ; Huang, Jianning. In: Advances in accounting. RePEc:eee:advacc:v:63:y:2023:i:c:s088261102300038x. Full description at Econpapers || Download paper | |
2023 | Consumers demand for operational licencing: evidence from Airbnb in Paris. (2023). Baos-Pino, Jose Francisco ; Mayor, Matias ; Balado-Naves, Roberto ; Boto-Garcia, David. In: Annals of Tourism Research. RePEc:eee:anture:v:100:y:2023:i:c:s0160738323000397. Full description at Econpapers || Download paper | |
2023 | The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351. Full description at Econpapers || Download paper | |
2024 | The role of job titles in online peer-to-peer lending: An empirical investigation on skilled borrowers. (2024). Lu, Wenling ; Enkhtaivan, Bolortuya ; Davaadorj, Zagdbazar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000054. Full description at Econpapers || Download paper | |
2023 | CEO tournament incentives and corporate debt contracting. (2023). Phan, Hieu V ; Nguyen, Nam H ; Huang, DI ; Ghosh, Chinmoy. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001638. Full description at Econpapers || Download paper | |
2023 | Callable or convertible debt? The role of debt overhang and covenants. (2023). Schandlbauer, Alexander ; Petersen, Kirstine Boye ; Flor, Christian Riis. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001894. Full description at Econpapers || Download paper | |
2023 | Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900. Full description at Econpapers || Download paper | |
2023 | Lending relationships when creditors are in control. (2023). Keil, Jan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000123. Full description at Econpapers || Download paper | |
2023 | Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability. (2023). Zhang, Hao ; Wu, Qiang ; Ma, Hui ; Chen, Shenglan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s092911992300038x. Full description at Econpapers || Download paper | |
2023 | Secured and unsecured debt in creditor-friendly bankruptcy. (2023). Naqvi, Hassan ; Franois, Pascal. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000627. Full description at Econpapers || Download paper | |
2023 | Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks. (2023). Varghese, Richard ; Haque, Sharjil. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000652. Full description at Econpapers || Download paper | |
2023 | Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and firm capital structure. (2023). Liu, Jia ; Hoque, Hafiz. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000755. Full description at Econpapers || Download paper | |
2023 | The role of environmental, social, and governance rating on corporate debt structure. (2023). Asimakopoulos, Panagiotis ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:83:y:2023:i:c:s0929119923001372. Full description at Econpapers || Download paper | |
2024 | The fringe benefits of fringe benefits: When firms borrow from their retirement providers. (2024). Kasten, Connor L. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000579. Full description at Econpapers || Download paper | |
2023 | Long-term bank lending and the transfer of aggregate risk. (2023). Zessner-Spitzenberg, Leopold ; Reiter, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300057x. Full description at Econpapers || Download paper | |
2023 | Two-stage investment, loan guarantees and share buybacks. (2023). Yang, Zhaojun ; Nishihara, Michi ; Dong, Linjia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001471. Full description at Econpapers || Download paper | |
2023 | Underinvestment and optimal capital structure under environmental constraints. (2023). Yang, Jinqiang ; Tan, Yingxian ; Luo, Pengfei ; Yao, Yanming. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001677. Full description at Econpapers || Download paper | |
2024 | Asymmetric information in frictional markets for liquidity: Collateralized credit vs asset sale. (2024). Madison, Florian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002142. Full description at Econpapers || Download paper | |
2024 | Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228. Full description at Econpapers || Download paper | |
2023 | Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003169. Full description at Econpapers || Download paper | |
2023 | Wisdom of the masses: Employee education and corporate risk taking. (2023). Zhang, Junrui ; Tian, Gaoliang ; Dong, Nanyan ; Jin, Yige. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200339x. Full description at Econpapers || Download paper | |
2023 | Digital innovation and financial access for small and medium-sized enterprises in a currency union. (2023). Kame, Thierry U. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004199. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of business tax cuts with debt financing and accelerated depreciation. (2023). Occhino, Filippo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001207. Full description at Econpapers || Download paper | |
2023 | The impact of public consumption and investment in the euro area during periods of high and normal uncertainty. (2023). Goemans, Pascal. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001827. Full description at Econpapers || Download paper | |
2023 | The confidence channel of U.S. financial uncertainty: Evidence from industry-level data. (2023). Rangaraju, Sandeep Kumar ; Karaki, Mohamad B. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003693. Full description at Econpapers || Download paper | |
2023 | Macroeconomic conditions and investment stimuli. (2023). Wen, Chunhui ; Wang, Rui ; Pan, Zhihao ; Tan, Yingxian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000396. Full description at Econpapers || Download paper | |
2023 | Corporate financing policies, financial leverage, and stock returns. (2023). Heijnen, Pim ; Dam, Lammertjan ; Claassen, Bart. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001158. Full description at Econpapers || Download paper | |
2024 | Explosive behavior in historic NASDAQ market prices. (2024). Fernandez, Amilcar Orlian ; Demmler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000196. Full description at Econpapers || Download paper | |
2023 | Inflation and uncertainty in New Keynesian models: A note. (2023). Pinter, Gabor. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003913. Full description at Econpapers || Download paper | |
2023 | Optimal capital structure and credit spreads under pandemic shocks. (2023). Luo, Pengfei ; Yao, Yanming. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000344. Full description at Econpapers || Download paper | |
2023 | Investment and financing for SMEs with bank-tax-guarantee. (2023). Zhu, Nanhui ; Yan, Haoyang ; Chen, Biao. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003257. Full description at Econpapers || Download paper | |
2023 | Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. (2023). Leuenberger, Nicola ; Sigrist, Fabio. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1390-1406. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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1994 | Corporate Debt Value, Bond Covenants, and Optimal Capital Structure..(1994) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1086 | paper | |
1996 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads. In: Journal of Finance. [Full Text][Citation analysis] | article | 743 |
1995 | Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads..(1995) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 743 | paper | |
2007 | Financial Synergies and the Optimal Scope of the Firm: Implications for Mergers, Spinoffs, and Structured Finance In: Journal of Finance. [Full Text][Citation analysis] | article | 93 |
2019 | Debt Maturity and the Leverage Ratcheting Effect In: Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk In: Finance. [Full Text][Citation analysis] | article | 51 |
1994 | Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk..(1994) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
1999 | Optimal Portfolio Management with Transactions Costs and Capital Gains Taxes In: Research Program in Finance, Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
1977 | Abstract: Direct Evaluation and Corporate Financial Theory In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1973 | Production Theory and the Stock Market In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
1974 | Production Theory and the Stock Market.(1974) In: Bell Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
1973 | Regulation of Natural Monopolies and the Fair Rate of Return In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1974 | Regulation of Natural Monopolies and the Fair Rate of Return.(1974) In: Bell Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2014 | Options, option repricing in managerial compensation: Their effects on corporate investment risk In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 10 |
2000 | On dynamic investment strategies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2007 | Comments on Hedging errors with Lelands option model in the presence of transactions costs In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
1972 | On the existence of optimal policies under uncertainty In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
1972 | The Dynamics of a Revenue Maximizing Firm. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
1983 | Prices and Qualities in Markets With Imperfect Information: A Search Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1968 | Saving and Uncertainty: The Precautionary Demand for Saving In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 732 |
1978 | Optimal Risk Sharing and the Leasing of Natural Resources, with Application to Oil and Gas Leasing on the OCS In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 30 |
1975 | Optimal Risk Sharing and the Leasing of Natural Resources, with Application to Oil and Gas Leasing on the OCS..(1975) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
1974 | Optimal Growth in a Stochastic Environment In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 9 |
1978 | Information, Managerial Choice and Stockholder Unanimity In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 3 |
1976 | Information, Managerial Choice, and Stockholder Unanimity..(1976) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
1982 | Prices and Qualities in Markets with Costly Information In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 56 |
1984 | Optimal Nonuniform Prices In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 44 |
2007 | Can the Trade-off Theory Explain Debt Structure? In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 98 |
1993 | On Equilibrium Asset Price Processes. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 76 |
1991 | Equilibrium Asset Price Processes..(1991) In: Research Program in Finance Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
1976 | Monopoly Pricing Structures with Imperfect Discrimination In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 26 |
In: . [Full Text][Citation analysis] | article | 0 | |
1980 | The Effectiveness of Price Regulation. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
1982 | Risk Adjusted Discounting. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1975 | Corporate Decision Making in Incomplete Markets. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1976 | Direct Evaluation and Corporate Financial Theory. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1979 | Minimum Quality Standards and Licensing in Markets with Asymmetric Information. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1979 | On the Use of Risk-Adjusted Discount Rates. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1989 | LBOs and Taxes: No One to Blame But Ourselves? In: Research Program in Finance Working Papers. [Citation analysis] | paper | 3 |
1990 | Insider Trading: Should It Be Prohibited? In: Research Program in Finance Working Papers. [Citation analysis] | paper | 249 |
1992 | Insider Trading: Should It Be Prohibited?.(1992) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 249 | article | |
1991 | Low Margins, Derivative Securities, and Volatility. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 3 |
1993 | Long-Term Debt Value, Bond Covenants, and Optimal Capital Structure. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 0 |
1995 | Optimal Cash Management for Investment Funds. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 2 |
1996 | Optimal Asset Rebalancing in the Presence of Transactions Costs. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 6 |
1996 | Optimal Asset Rebalancing in the Presence of Transactions Costs.(1996) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1996 | Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | Options and Expectations. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 1 |
1998 | Agency Costs, Risk Management, and Capital Structure. In: Research Program in Finance Working Papers. [Full Text][Citation analysis] | paper | 537 |
1981 | The Informational Role of Warranties and Private Disclosure about Product Quality: Comment. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 9 |
2001 | An EBIT-Based Model of Dynamic Capital Structure. In: The Journal of Business. [Full Text][Citation analysis] | article | 365 |
1971 | Optimal Forward Exchange Positions. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
1979 | Quacks, Lemons, and Licensing: A Theory of Minimum Quality Standards. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 306 |
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