The Systematic Risk and Leverage Effect in the Corporate Sector of Pakistan
Download full text from publisher
References listed on IDEAS
- Steven A. Zimmer, 1990. "Event risk premia and bond market incentives for corporate leverage," Research Paper 9028, Federal Reserve Bank of New York.
- Steven A. Zimmer, 1990. "Event risk premia and bond market incentives for corporate leverage," Monograph, Federal Reserve Bank of New York, number 1990erpabmifc.
- Schwert, G William, 1989.
" Why Does Stock Market Volatility Change over Time?,"
Journal of Finance,
American Finance Association, vol. 44(5), pages 1115-1153, December.
- G. William Schwert, 1988. "Why Does Stock Market Volatility Change Over Time?," NBER Working Papers 2798, National Bureau of Economic Research, Inc.
- French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
- Kane, Alex & Marcus, Alan J. & McDonald, Robert L., 1985.
"Debt Policy and the Rate of Return Premium to Leverage,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 20(04), pages 479-499, December.
- Alex Kane & Alan J. Marcus & Robert L. McDonald, 1984. "Debt Policy and the Rate of Return Premium to Leverage," NBER Working Papers 1439, National Bureau of Economic Research, Inc.
- Haugen, Robert A & Wichern, Dean W, 1974. "The Elasticity of Financial Assets," Journal of Finance, American Finance Association, vol. 29(4), pages 1229-1240, September.
- Steven A. Zimmer, 1990. "Event risk premia and bond market incentives for corporate leverage," Quarterly Review, Federal Reserve Bank of New York, issue Spr, pages 15-30.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pid:journl:v:39:y:2000:i:4:p:951-962. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Khurram Iqbal). General contact details of provider: http://edirc.repec.org/data/pideipk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.