The DOI matches its Crossref record; 60 of the 60 references it cites were found in a registry or an index.
Liquidity and capital structure
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Cites
Corporate financing and investment decisions when firms have information that investors do not have
Myers, S. C., & Majluf, N. S. (1984) · Journal of Financial Economics · doi:10.1016/0304-405x(84)90023-0 · Cited by 18,957
Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers
Jensen, M. C. (1986) · Cited by 17,275
The Cost of Capital, Corporation Finance and the Theory of Investment
Miller, M. H. (1958) · American Economic Review · Cited by 14,574
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Petersen, M. A. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn053 · Cited by 10,746
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
The cost of capital, corporation finance and the theory of investment
Terra, P. R. (2008) · Revista de Administração e Contabilidade da Unisinos · doi:10.4013/base.20082.07 · Cited by 8,615
MYERS, S. C. (1984) · The Journal of Finance · doi:10.1111/j.1540-6261.1984.tb03646.x · Cited by 7,526
Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have
Myers, S., & Majluf, N. (1984) · doi:10.3386/w1396 · Cited by 6,745
What Do We Know about Capital Structure? Some Evidence from International Data
RAJAN, R. G., & ZINGALES, L. (1995) · The Journal of Finance · doi:10.1111/j.1540-6261.1995.tb05184.x · Cited by 6,538
The Determinants of Capital Structure Choice
TITMAN, S., & WESSELS, R. (1988) · The Journal of Finance · doi:10.1111/j.1540-6261.1988.tb02585.x · Cited by 6,112 · cited 1×
“Thus, results hold for tests similar to those in many early studies of capital structure (see, for example, Bradley et al., 1984; Titman and Wessels, 1988; Rajan and Zingales, 1995).”
Cited by
Stock Market Liquidity and the Business Cycle
NÆS, R., SKJELTORP, J. A., & ØDEGAARD, B. A. (2011) · The Journal of Finance · doi:10.1111/j.1540-6261.2010.01628.x · Cited by 417
A simple approximation of intraday spreads using daily data
Chung, K. H., & Zhang, H. (2014) · Journal of Financial Markets · doi:10.1016/j.finmar.2013.02.004 · Cited by 339
Metadata
- Authors
- Lipson, M. L., & Mortal, S.
- Venue
- Journal of Financial Markets
- Publisher
- Elsevier BV
- Published
- 2009-11
- Volume
- 12
- Issue
- 4
- Pages
- 611-644
- ISSN
- 1386-4181 (ISSN-L)
- OpenAlex
- W3123361228
- Cited by
- 312
- References
- 60
- FWCI
- 38.29
- Type
- journal article
- Language
- en
- Open access
- green
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- Lipson, M. L., & Mortal, S. (2009). Liquidity and capital structure. Journal of Financial Markets. https://doi.org/10.1016/j.finmar.2009.04.002
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
