Concepedia
SSRN Electronic Journal · 2003 · 109 citations · 54 references
Open access
Empirical FinanceFinancial EconomicsLiquidityBusinessBond MarketCorporate Bond LiquidityFinanceCorporate Finance
54
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations
Economics, Financial Economics, Asset Pricing +7
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations
Empirical Finance, Volatility Modeling, Economics +13
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY
Edward I. Altman · The Journal of Finance · 1968 · 13.3K citations
Financial Data, Financial Structure, Financial Ratios +7
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations
The Determinants of Credit Spread Changes
Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.1K citations · Full text
Empirical Finance, Credit Spread Changes, Economics +15