SSRN Electronic Journal · 2005 · 247 citations · 45 references
BusinessBusiness EconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsBond MarketsCapital MarketsFinancial RiskLiquidityLiquidity RiskMarket LiquidityBond Market LiquidityCorporate Bond SpreadsLiquidity In Corporate BondsLiquidity SpreadsYield Spread Analysis
45
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
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
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12