CONTINGENT CLAIMS ANALYSIS OF CORPORATE CAPITAL STRUCTURES - AN EMPIRICAL-INVESTIGATION

被引：226
作者：
JONES, EP
MASON, SP
ROSENFELD, E
机构：
来源：
JOURNAL OF FINANCE | 1984年 / 39卷 / 03期
关键词：
D O I：
10.2307/2327919
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：611 / 625
页数：15
相关论文
共 17 条
[1]   PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].
BLACK, F ;
SCHOLES, M .
JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654
[2]  
BRENNAN M, 1978, J FINAN QUANT AN SEP, P461
[3]   VALUATION OF AMERICAN PUT OPTIONS [J].
BRENNAN, MJ ;
SCHWARTZ, ES .
JOURNAL OF FINANCE, 1977, 32 (02) :449-462
[4]   CONVERTIBLE BONDS - VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION [J].
BRENNAN, MJ ;
SCHWARTZ, ES .
JOURNAL OF FINANCE, 1977, 32 (05) :1699-1715
[5]   OPTION PRICING - SIMPLIFIED APPROACH [J].
COX, JC ;
ROSS, SA ;
RUBINSTEIN, M .
JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (03) :229-263
[6]  
Fisher L., 1959, J POLITICAL EC, V4, P269
[7]   EXAMINATION OF CORPORATE CALL POLICIES ON CONVERTIBLE SECURITIES [J].
INGERSOLL, J .
JOURNAL OF FINANCE, 1977, 32 (02) :463-478
[8]  
INGERSOLL J, 1977, J FINANC ECON, V4, P269
[9]   THEORETICAL AND EMPIRICAL-INVESTIGATION OF DUAL PURPOSE FUNDS - APPLICATION OF CONTINGENT-CLAIMS ANALYSIS [J].
INGERSOLL, JE .
JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) :83-123
[10]  
Jaffee D.M., 1975, J MONETARY ECON, V1, P309
12