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The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm

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  • Crouhy, Michel
  • Galai, Dan

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  • Crouhy, Michel & Galai, Dan, 1994. "The interaction between the financial and investment decisions of the firm: the case of issuing warrants in a levered firm," Journal of Banking & Finance, Elsevier, vol. 18(5), pages 861-880, October.
    • Handle: RePEc:eee:jbfina:v:18:y:1994:i:5:p:861-880
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    Citations

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    Cited by:

    1. Zhou, Xinghua & Reesor, R. Mark, 2015. "Misrepresentation and capital structure: Quantifying the impact on corporate debt value," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 293-310.
    2. International Association of Deposit Insurers, 2011. "Evaluation of Deposit Insurance Fund Sufficiency on the Basis of Risk Analysis," IADI Research Papers 11-11, International Association of Deposit Insurers.
    3. Zhou, Qing & Zhang, Xili, 2020. "Pricing equity warrants in Merton jump–diffusion model with credit risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
    4. Michael Hanke & Klaus Pötzelberger, 2002. "Consistent pricing of warrants and traded options," Review of Financial Economics, John Wiley & Sons, vol. 11(1), pages 63-77.
    5. Eberhart, Allan C., 2005. "Employee stock options as warrants," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2409-2433, October.
    6. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    7. Jean-Guy Simonato, 2015. "New Warrant Issues Valuation with Leverage and Equity Model Errors," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(2), pages 247-272, April.
    8. Alain Bensoussan & Michel Crouhy & Dan Galai, 1994. "Stochastic equity volatility related to the leverage effect," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(1), pages 63-85.
    9. Hanke, Michael & Potzelberger, Klaus, 2002. "Consistent pricing of warrants and traded options," Review of Financial Economics, Elsevier, vol. 11(1), pages 63-77.
    10. Crouhy, Michel & Galai, Dan & Mark, Robert, 2000. "A comparative analysis of current credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 59-117, January.
    11. George Chacko & Peter Tufano & Geoffrey Verter, 2000. "Cephalon, Inc. Taking Risk Management Theory Seriously," NBER Working Papers 7748, National Bureau of Economic Research, Inc.
    12. A. Bensoussan & M. Crouhy & D. Galai, 1995. "Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(1), pages 43-60.

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