Access the full text.
Sign up today, get DeepDyve free for 14 days.
RC Merton (1974)
On the pricing of corporate debt: The risk structure of interest ratesJournal of Finance, 2
VV Acharya, TC Johnson (2007)
Insider trading in credit derivativesJournal of Financial Economics, 84
SA Richardson, İ Tuna, P Wysocki (2010)
Accounting anomalies and fundamental analysisJournal of Accounting and Economics, 50
SA Hillegeist, EK Keating, DP Cram, KG Lundstedt (2004)
Assessing the probability of bankruptcyReview of Accounting Studies, 9
P Collin-Dufresne, RS Goldstein, JS Martin (2001)
The determinants of credit spread changesJournal of Finance, 56
J Ohlson (1980)
Financial ratios and the probabilistic prediction of bankruptcyJournal of Accounting Research, 19
A Beyer, DA Cohen, TZ Lys, BR Walther (2010)
The financial reporting environment: Review of the recent literatureJournal of Accounting and Economics, 50
D Collins, SP Kothari (1989)
An analysis of the cross-sectional and intertemporal determinants of earnings response coefficientsJournal of Accounting and Economics, 11
E Altman (1968)
Financial ratios, discriminant analysis and the prediction of corporate bankruptcyJournal of Finance, 23
SM Schaefer, IA Strebulaev (2008)
Structural models of credit risk are useful: Evidence from hedge ratios on corporate bondsJournal of Financial Economics, 90
U Dhillon, H Johnson (1994)
The effect of dividend changes on stock and bond pricesJournal of Finance, 49
The last decade has seen rapid growth in trading of credit instruments on secondary markets. The ensuing availability of a rich set of credit market data has created a novel environment for testing a variety of financial economic theories. In this discussion, we provide a simple framework for linking asset pricing research using equity and credit market data and offer some suggestions for future archival empirical research aiming to establish relations between financial information and credit markets. Credit instruments are intrinsically linked to equity instruments. The strength of this link varies temporally and cross-sectionally in measurable ways that can, and should be, used to guide future empirical research linking information to credit markets.
Review of Accounting Studies – Springer Journals
Published: May 31, 2011
Read and print from thousands of top scholarly journals.
Already have an account? Log in
Bookmark this article. You can see your Bookmarks on your DeepDyve Library.
To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.
Copy and paste the desired citation format or use the link below to download a file formatted for EndNote
Access the full text.
Sign up today, get DeepDyve free for 14 days.
All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.