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Capital structure choice: macroeconomic conditions and financial constraints

, and . Journal of Financial Economics, 68 (1): 75--109 (April 2003)

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Risk and Return in an equilibrium APT, and . Journal of Financial Economics, (March 1988)Predicting Equity Liquidity., , and . Manag. Sci., 48 (4): 470-483 (2002)Equity risk premia and the pricing of foreign exchange risk, and . Journal of International Economics, 33 (3-4): 199--219 (November 1992)Pricing the commonality across alternative measures of liquidity, and . Journal of Financial Economics, 87 (1): 45--72 (January 2008)Performance measurement with the arbitrage pricing theory : A new framework for analysis, and . Journal of Financial Economics, 15 (3): 373--394 (March 1986)Chapter 4 The arbitrage pricing theory and multifactor models of asset returns., and . Finance, volume 9 of Handbooks in operations research and management science, Elsevier, (1995)Capital structure choice: macroeconomic conditions and financial constraints, and . Journal of Financial Economics, 68 (1): 75--109 (April 2003)Risk and return in an equilibrium APT : Application of a new test methodology, and . Journal of Financial Economics, 21 (2): 255--289 (September 1988)The common and specific components of dynamic volatility, , and . Journal of Econometrics, 132 (1): 231--255 (May 2006)