This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Valuation effects of corporate debt offerings Author info | Abstract | Publisher info | Download info | Related research | Statistics Eckbo, B. Espen
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Financial Economics .
Volume (Year): 15 (1986)
Issue (Month): 1-2 ()
Pages: 119-151
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:jfinec:v:15:y:1986:i:1-2:p:119-151Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505576
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Other versions of this item:
Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)Kooyul Jung & Yong-Cheol Kim & Rene M. Stulz, 1994.
"Investment Opportunities, Managerial Decisions, and the Security Issue Decision ,"
NBER Working Papers
4907, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Eckbo, B. Espen & Norli, Øyvind, 2004.
"The choice of seasoned-equity selling mechanism: Theory and evidence ,"
Discussion Papers
2004/17, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!]
Other versions: James R. Booth & Lena Chua, 1995.
"Structure and pricing of large bank loans ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 52-62.
[Downloadable!]
Augusto Castillo, 2004.
"The announcement effect of bond and equity issues: evidence from Chile ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 31(2 Year 20), pages 177-205, December.
[Downloadable!]
Bruno Biais & Thomas Mariotti, 2003.
"Strategic Liquidity Supply and Security Design ,"
STICERD - Theoretical Economics Paper Series
445, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:
Biais, Bruno & Mariotti, Thomas, 2003.
"Strategic Liquidity Supply and Security Design ,"
IDEI Working Papers
160, Institut d'Économie Industrielle (IDEI), Toulouse, revised Mar 2004.
[Downloadable!] Biais, Bruno & Mariotti, Thomas, 2002.
"Strategic Liquidity Supply and Security Design ,"
CEPR Discussion Papers
3369, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bruno Biais & Thomas Mariotti, 2005.
"Strategic Liquidity Supply and Security Design ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 72(3), pages 615-649, 07.
[Downloadable!] (restricted) Begoña Giner, Carmelo Reverte, 2001.
"Valuation implications of capital structure: a contextual approach ,"
European Accounting Review ,
Taylor and Francis Journals, vol. 10(2), pages 291-314, July.
[Downloadable!] (restricted)
C. N. Bagley, D. K. Ghosh, U. Yaari, 1998.
"Pecking order as a dynamic leverage theory ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 4(2), pages 157-183, June.
[Downloadable!] (restricted)
Javier Sánchez-Vidal & Juan Martín-Ugedo, 2005.
"Financing Preferences of Spanish Firms: Evidence on the Pecking Order Theory ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 25(4), pages 341-355, December.
[Downloadable!] (restricted)
An Yan & Debarshi Nandy & Thomas Chemmanur, 2004.
"Why Issue Mandatory Convertibles? Theory and Empirical Evidence ,"
Econometric Society 2004 North American Winter Meetings
456, Econometric Society.
[Downloadable!]
Lakshmi Shyam-Sunder & Stewart C. Myers, 1994.
"Testing Static Trade-off Against Pecking Order Models of Capital Structure ,"
NBER Working Papers
4722, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Loncarski, Igor & Horst, Jenke ter & Veld, Chris, 2006.
"Why do companies issue convertible bond loans? : an empirical analysis for the Canadian market ,"
Discussion Paper
65, Tilburg University, Center for Economic Research.
[Downloadable!]
Dan Covitz & Paul Harrison, 2000.
"The timing of debt issuance and rating migration: theory and evidence ,"
Finance and Economics Discussion Series
2000-10, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Augusto Castillo R., 2001.
"Long-Run Performance Of Stock Returns Following Junk Bond Offerings ,"
Abante ,
Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 4(1), pages 95-129.
[Downloadable!]
Darius P. Miller & John J. Puthenpurackal, 2001.
"The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds ,"
William Davidson Institute Working Papers Series
445, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Asquith, Paul, 1948- & Bruner, Robert F., 1949- & Mullins, David W., 1990.
"Merger returns and the form of financing ,"
Working papers
3203-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Philip H. Dybvig & Jaime F. Zender, 1988.
"Capital Structure and dividend Irrelevance with Asymmetric Information ,"
Cowles Foundation Discussion Papers
878, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Jeremy C. Stein, 1992.
"Convertible Bonds as "Back Door" Equity Financing ,"
NBER Working Papers
4028, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Renneboog, L.D.R. & Szilagyi, Peter G., 2006.
"Corporate restructuring and bondholder wealth ,"
Discussion Paper
23, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions:
Renneboog, L.D.R. & Szilagy, Peter G., 2006.
"Corporate Restructuring and Bondholder Wealth ,"
Discussion Paper
7, Tilburg University, Tilburg Law and Economic Center.
[Downloadable!] Renneboog, L.D.R. & Szilagyi, P.G., 2006.
"Corporate Restructuring and Bondholder Wealth ,"
Discussion Paper
2006-007, Tilburg University, Tilburg Law and Economic Center.
Luc Renneboog & Peter G. Szilagyi, 2008.
"Corporate Restructuring and Bondholder Wealth ,"
European Financial Management ,
Blackwell Publishing Ltd, vol. 14(4), pages 792-819.
[Downloadable!] (restricted) Shao-Chi Chang & Sheng-Syan Chen & Ailing Hsing & Chia Huang, 2007.
"Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 28(2), pages 123-145, February.
[Downloadable!] (restricted)
Gabrielle Wanzenried, 2002.
"Signaling with Capital Structure Revisited ,"
Diskussionsschriften
dp0214, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Access and
download statistics Did you know? About 2700 working paper series are listed on RePEc .
This page was last updated on 2009-11-7.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .