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Callable Bonds Revisited. (2010). Banko, John C. ; Zhou, Lei.
In: Financial Management.
RePEc:bla:finmgt:v:39:y:2010:i:2:p:613-641.

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  1. Analyzing interactive call, default, and conversion policies for corporate bonds. (2022). Chang, Haohan ; Zhou, Lei ; Dai, TianShyr ; Liu, Liangchih.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1597-1638.

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  2. Liquidity dimensions in the U.S. corporate bond market. (2022). Escribano, Ana ; Diaz, Antonio.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1163-1179.

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  3. The Optimality of Call Provision Terms. (2021). Powers, Eric.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6581-6601.

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  4. Top management incentives and financial flexibility: The case of make?whole call provisions. (2021). Prevost, Andrew ; King, Taohsien Dolly ; Jameson, Melvin.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:374-404.

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  5. .

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  6. The life cycle of make-whole call provisions. (2020). Powers, Eric ; Brown, Scott.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302169.

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  7. Are Low Equity R2 Firms More or Less Transparent? Evidence from the Corporate Bond Market. (2018). Hao, Wei ; Wongchoti, Udomsak ; Prevost, Andrew.
    In: Financial Management.
    RePEc:bla:finmgt:v:47:y:2018:i:4:p:865-909.

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  8. Does the choice between fixed price and make whole call provisions reflect differential agency costs?. (2017). Stock, Duane R ; Alderson, Michael J ; Lin, Fang .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:46:y:2017:i:c:p:442-460.

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  9. Do banks and industrial companies have equal access to reputable underwriters in debt markets?. (2017). Carbo Valverde, Santiago ; Rodriguez-Fernandez, Francisco ; Cuadros-Solas, Pedro J ; Carbo-Valverde, Santiago .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:45:y:2017:i:c:p:176-202.

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  10. Do firms use dividend changes to signal future profitability? A simultaneous equation analysis. (2015). Chen, An-Sing ; Liu, Chinpiao .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:37:y:2015:i:c:p:194-207.

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  11. The issuance of callable bonds under information asymmetry. (2013). Jameson, Mel ; Choi, Seungmook ; Jung, Mookwon .
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    RePEc:eee:empfin:v:21:y:2013:i:c:p:1-14.

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  12. The impact of convertible debt financing on investment timing. (2012). Yagi, Kyoko ; Takashima, Ryuta .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:6:p:2407-2416.

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  4. The informational efficiency of bonds and stocks: The role of institutional sized bond trades. (2014). Tsai, Hui-Ju.
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  63. Debt maturity and the use of interest rate derivatives by non-financial firms. (1996). Sharpe, Steven ; Fenn, George W. ; Post, Mitch.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-36.

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  64. Resolving international agency cost in East/West joint ventures. (1996). Picou, Armand ; McDaniel, William R. ; Rosenberg, Sidney.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:7:y:1996:i:1:p:115-127.

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  65. Limited liability and the underlying-asset constraint: on the use of share-derivative contracts to resolve agency problems. (1994). Zou, Liang ; Selender, Arthur.
    In: Journal of Economics.
    RePEc:kap:jeczfn:v:59:y:1994:i:2:p:149-166.

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  66. Debt Maturity and the Characteristics of Ownership Structure: An Empirical Investigation of UK Firms. (). Marchica, Maria-Teresa .
    In: Discussion Papers.
    RePEc:yor:yorken:05/29.

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