Why do firms with no leverage still have leverage and volatility feedback effects?-Reference-Cited by-同舟云学术

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Why do firms with no leverage still have leverage and volatility feedback effects?

Published:2024-09 Issue: Volume:78 Page:101516
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Smith Geoffrey Peter^ORCID

Publisher

Elsevier BV

Reference32 articles.

1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

2. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

3. Tests for parameter instability and structural change with unknown change point: A corrigendum;Andrews;Econometrica,2003

4. Asymmetric volatility and risk in equity markets;Bekaert;Rev. Financ. Stud.,2000

5. Studies of stock price volatility changes;Black,1976

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