Bankruptcy, absolute priority, and the pricing of risky debt claims

Journal of Financial Economics

Volumn 4, Issue 3, 1977, Pages 239-276

  Warner, Jerold B ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000492305     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(77)90002-2     Document Type: Article

References (37)

1. Capital market equilibrium with restricted borrowing
2. The capital asset pricing model: Some empirical results
3. Full priority and full compensation in corporate reorganizations A reappraisal
4. The law and language of corporate reorganization
5. Corporate reorganization doctrine as recently applied by the SEC
6. The absolute priority doctrine in corporate reorganizations
7. Efficient capital markets A review of theory and empirical work
8. Risk return and equilibrium Empirical tests
9. Disclosure rules, information production, and capital market equilibrium
10. Price performance of common stock new issues
11. Capital markets: Theory and evidence
12. Theory of the firm: Managerial behavior, agency costs and capital structure
13. Tests of the 2-parameter model of capital market equilibrium
14. An examination of the time series behavior of the market factor of the New York stock exchange
15. A theory of optimal capital structure
16. Bankruptcy costs, absolute priority, and the pricing of risky debt claims
17. Bankruptcy costs: Some evidence