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Divestitures and value creation : does leverage matter?

Nguyen, Pascal - In: Applied financial economics 23 (2013) 13/15, pp. 1145-1154

Persistent link: https://www.econbiz.de/10010204791

Equity mispricing and leverage adjustment costs

Warr, Richard S.; Elliott, William B.; Koëter-Kant, Johanna - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 3, pp. 589-616

Persistent link: https://www.econbiz.de/10009672513

The relationship between dividend policy, financial structure, profitability and firm value

Ben Naceur, Samy; Goaïed, Mohamed - In: Applied financial economics 12 (2002) 12, pp. 843-849

Persistent link: https://www.econbiz.de/10001724601

On the significance of the economic determinants of systematic risk : empirical evidence with Finnish data

Martikainen, Teppo - In: Applied financial economics 1 (1991) 2, pp. 97-104

Persistent link: https://www.econbiz.de/10001114493

Leverage and the beta anomaly

Baker, Malcolm; Hoeyer, Mathias F.; Wurgler, Jeffrey - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 5, pp. 1491-1514

Persistent link: https://www.econbiz.de/10012244253

The speed of adjustment to the target market value leverage is slower than you think

Yin, Qie; Ritter, Jay - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 1946-1977

Persistent link: https://www.econbiz.de/10012307551

Convertible debt arbitrage crashes revisited

Lewis, Craig M.; Munyan, Ben; Verwijmeren, Patrick - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1926-1962

Persistent link: https://www.econbiz.de/10015055438

The reaction of stock returns to Department of Homeland Security threat level changes

Mooney, Dennis; Zuber, Richard A.; Gandar, John M.; … - In: Applied financial economics 16 (2006) 5, pp. 361-369

Persistent link: https://www.econbiz.de/10003289269

The bond-pricing implications of rating-based capital requirements

Murray, Scott; Nikolova, Stanislava - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 6, pp. 2177-2207

Persistent link: https://www.econbiz.de/10013367071

Pricing of liquidity risk : empirical evidence from Finland

Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557

This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...

Persistent link: https://www.econbiz.de/10003904294