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Liquidity risk, leverage and long-run IPO returns

Eckbo, B. Espen (contributor); Norli, Øyvind (contributor) - 2004 - Rev.

Persistent link: https://www.econbiz.de/10003754769

The equity flotation method pecking order

Eckbo, B. Espen (contributor); Norli, Øyvind (contributor) - 2005 - Rev.

Persistent link: https://www.econbiz.de/10003754776

Handbook of corporate finance ; Vol. 2

Eckbo, B. Espen (contributor) - 2008 - 1. ed

Persistent link: https://www.econbiz.de/10003697927

Corporate funding : who finances externally?

Eckbo, B. Espen; Kisser, Michael - 2013

Persistent link: https://www.econbiz.de/10009724557

Corporate restructuring

Eckbo, B. Espen; Thorburn, Karin S. - 2013

Persistent link: https://www.econbiz.de/10009783389

Does classical tradeoff theory explain high-frequency debt issuers?

Eckbo, B. Espen; Kisser, Michael - 2016 - Last revised: November 14, 2016

Persistent link: https://www.econbiz.de/10011566365

Liquidity risk, leverage and long-run IPO returns

Eckbo, B. Espen; Norli, Øyvind - 2005

Persistent link: https://www.econbiz.de/10002599085

Liquidity risk, leverage and long-run IPO returns

Eckbo, B. Espen; Norli, Øyvind - In: The journal of corporate finance : contracting, … 11 (2005) 1/2, pp. 1-35

Persistent link: https://www.econbiz.de/10002627552

Asymmetric information and the medium of exchange in takeovers : theory and tests

Eckbo, B. Espen - In: The review of financial studies 3 (1990) 4, pp. 651-675

Persistent link: https://www.econbiz.de/10001105886

Valuation Effects of Corporate Debt Offerings

Eckbo, B. Espen - 2009

This paper analyzes the effect of corporate debt offerings on stock prices. Straight debt offerings have non-positive price effects, while convertible debt offerings have significantly negative effects. Public utility mortgage (non-convertible) bond offerings have marginally negative effects,...

Persistent link: https://www.econbiz.de/10013155491