BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsBond MarketsCredit RiskEquity RiskFinancial CrisesFinancial RiskVolatility ModelingBond Price VolatilityCorporate Bond PricingCorporate Bond SpreadsEquity Return VolatilityInvestment-grade BondsVolatilityYield Spread AnalysisYield Volatility Analysis
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
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Illiquidity and stock returns: cross-section and time-series effects
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A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
The Cross‐Section of Volatility and Expected Returns
Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations
The Determinants of Credit Spread Changes
Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.2K citations · Full text