IDEAS home Printed from https://ideas.repec.org/r/fip/fedbwp/09-13.html
   My bibliography  Save this item

Financial leverage, corporate investment, and stock returns

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018. "The transmission of monetary policy through bank lending: The floating rate channel," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
  2. Mehdi Nezami & Kapil R. Tuli & Shantanu Dutta, 2022. "Shareholder wealth implications of software firms’ transition to cloud computing: a marketing perspective," Journal of the Academy of Marketing Science, Springer, vol. 50(3), pages 538-562, May.
  3. Cheng Yin & Xin Cheng & Yinan Yang & Dan Palmon, 2021. "Do Corporate Frauds Distort Suppliers’ Investment Decisions?," Journal of Business Ethics, Springer, vol. 172(1), pages 115-132, August.
  4. Berardino Palazzo, 2013. "Net leverage, risk, and credit spreads," 2013 Meeting Papers 436, Society for Economic Dynamics.
  5. Fukuta, Yuichi & Yamane, Akiko, 2015. "Value premium and implied equity duration in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 102-121.
  6. Ozdagli, Ali & Velikov, Mihail, 2020. "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
  7. Ting Wang & Rujun Wang & Hua Zhang, 2022. "Does Industrial Policy Reduce Corporate Investment Efficiency? Evidence from China," Sustainability, MDPI, vol. 15(1), pages 1-23, December.
  8. Hafiz Muhammad Zia ul haq & Muhammad Sohail Shafiq & Muhammad Kashif & Saba Ameer, 2020. "Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage," JRFM, MDPI, vol. 13(9), pages 1-15, September.
  9. Cho, Thummim, 2020. "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics 102085, London School of Economics and Political Science, LSE Library.
  10. Tao Shen, 2017. "Credit spreads and investment opportunities," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 117-152, January.
  11. João F. Gomes & Lukas Schmid, 2021. "Equilibrium Asset Pricing with Leverage and Default," Journal of Finance, American Finance Association, vol. 76(2), pages 977-1018, April.
  12. Galvani, Valentina, 2021. "The value premium during flights," Finance Research Letters, Elsevier, vol. 39(C).
  13. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, October.
  14. Cho, Thummim, 2018. "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics 118915, London School of Economics and Political Science, LSE Library.
  15. Luis García‐Feijóo & Benjamin A. Jansen, 2023. "International evidence on the association of leverage with stock returns and the value premium," The Financial Review, Eastern Finance Association, vol. 58(2), pages 315-341, May.
  16. Ehab Yamani & David Rakowski, 2018. "Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-40, September.
  17. Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023. "Can Real Options Explain the Skewness of Stock Returns?," Journal of Banking & Finance, Elsevier, vol. 148(C).
  18. Chen, Zhiyao & Hackbarth, Dirk & Strebulaev, Ilya A., 2022. "A unified model of distress risk puzzles," Journal of Financial Economics, Elsevier, vol. 146(2), pages 357-384.
  19. Shu Hui Lan & Jia Yi Cheng & Sheng Guo, 2016. "How to Build up the Loan - Evaluation System toward Small and Medium Enterprises between Taiwan and China’s Commercial Banks？ The Application for Multi Criteria Decision Making," International Business Research, Canadian Center of Science and Education, vol. 9(3), pages 121-142, March.
  20. Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2015. "Shifts in volatility driven by large stock market shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 130-147.
  21. Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023. "Does real flexibility help firms navigate the COVID-19 pandemic?," The British Accounting Review, Elsevier, vol. 55(4).
  22. Ali Ozdagli, 2014. "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers 1360, Society for Economic Dynamics.
  23. Cao, Viet Nga, 2015. "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 350-366.
  24. Berardino Palazzo, 2019. "Cash flows risk, capital structure, and corporate bond yields," Annals of Finance, Springer, vol. 15(3), pages 401-420, September.
  25. Rath, Subhrendu & Durand, Robert B., 2015. "Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model," Economics Letters, Elsevier, vol. 132(C), pages 139-141.
  26. Graeme Guthrie, 2014. "Real Options And The Cross-Section Of Expected Stock Returns," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 265-283, April.
  27. Mattia Iotti, 2023. "Financial evaluation and credit access of agricultural firms," Economia agro-alimentare, FrancoAngeli Editore, vol. 25(2), pages 31-67.
  28. Nils Friewald & Florian Nagler & Christian Wagner, 2022. "Debt Refinancing and Equity Returns," Journal of Finance, American Finance Association, vol. 77(4), pages 2287-2329, August.
  29. Filippo Ippolito & Alessandro Villa, 2022. "Levered Returns and Capital Structure Imbalances," Working Paper Series WP 2022-42, Federal Reserve Bank of Chicago.
  30. Dirk Hackbarth & Timothy Johnson, 2015. "Real Options and Risk Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1449-1482.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.