Research in International Business and Finance · 2005 · 31 citations · 15 references
ManagementFinanceFinancial ManagementCorporate FinanceFinancial EconomicsFinancial Risk ManagementBankruptcy RiskCredit RiskFinancial CrisesFinancial RiskLiquidity RiskMarket RiskDefault ProbabilityDefault Risk AnalysisDefault Risk ModelingDefault Risk PremiaFirm Credit Risk AnalysisSystematic Risk Measurement
15
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16