The DOI matches its Crossref record; 42 of the 42 references it cites were found in a registry or an index.
Stock liquidity and default risk
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Citations
Cites
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
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
Inferring Trade Direction from Intraday Data
LEE, C. M. C., & READY, M. J. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb02683.x · Cited by 3,147
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Merton, R. C. (1974) · The Journal of Finance · doi:10.2307/2978814 · Cited by 2,751
In Search of Distress RiskPreprint
Szilagyi, J., Hilscher, J., & Campbell, J. Y. (2008) · RePEc: Research Papers in Economics · Cited by 2,245
Forecasting Default with the Merton Distance to Default Model
Bharath, S. T., & Shumway, T. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhn044 · Cited by 2,209
Corporate governance and the value of cash holdings
Dittmar, A., & Mahrt-Smith, J. (2007) · Journal of Financial Economics · doi:10.1016/j.jfineco.2005.12.006 · Cited by 2,128
Default Risk in Equity Returns
Vassalou, M., & Xing, Y. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00650.x · Cited by 1,994
Information Effects on the Bid‐Ask Spread
COPELAND, T. E., & GALAI, D. (1983) · The Journal of Finance · doi:10.1111/j.1540-6261.1983.tb03834.x · Cited by 1,868
Market Liquidity and Performance Monitoring
Holmström, B., & Tirole, J. (1993) · Journal of Political Economy · doi:10.1086/261893 · Cited by 1,719
Cited by
Intellectual capital, liquidity, and bankruptcy likelihood
Shahdadi, K. M., Rostamy, A. A. A., Sadeghi Sharif, S. J., & Ranjbar, M. H. (2020) · Journal of Corporate Accounting & Finance · doi:10.1002/jcaf.22460 · Cited by 17
Metadata
- Authors
- Brogaard, J., Li, D., & Xia, Y.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2017-06
- Volume
- 124
- Issue
- 3
- Pages
- 486-502
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3123567210
- Cited by
- 426
- References
- 42
- FWCI
- 64.72
- Type
- journal article
- Language
- en
- Open access
- green
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- Brogaard, J., Li, D., & Xia, Y. (2017). Stock liquidity and default risk. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2017.03.003
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.
