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Библиографический список по дисциплине "Рынок ценных бумаг"

Опубликовано на портале: 13-10-2003
Данный библиографический список, опубликованный в журнале "Financial Management", может использоваться при изучении дисциплины "Рынок ценных бумаг".

  1. Alexander G.J., Stover R.D. - Pricing in the new issue convertible debt market// Financial Management, (Fall 1977), pp. 35-39.
  2. Alexander G.J., Stover R.D., Kuhnau D.B. - Market timing strategies in convertible debt financing// Journal of Finance, (March 1979), pp. 143-155.
  3. Arak M., Estrella A., Goodman L., Silver A. - Interest rate swaps: an alternative explanation// Ibid (Summer 1988), pp. 12-18.
  4. Asquith P., Mullins D.W., Jr. - Convertible debt: corporate call policy and voluntary conversion// Ibid, (September 1991), pp. 1273-1289.
  5. Barrett W.B., Heuson A.J., Kolb R.W. - The differential effects of sinking funds on bond risk premia// Financial Research (Winter 1986), pp. 303-312.
  6. Brennan M.J. - The case for convertibles// Issues in Corporate finance. NY: Stern Stewart Putnam & Macklis, (1983), pp. 102-111.
  7. Brennan M.J., A. Kraus - Necessary conditions for aggregation in securities markets// Journal of Financial and Quantitative Analysis, (September 1978), pp. 407-418.
  8. Einzig R., Lange B. - Swaps at Transamerica: applications and analysis// Journal of Applied Corporate Finance, (Winter 1998), pp. 48-58.
  9. Galai D., Schneller M.I. - The pricing of warrants and the value of the firm// Journal of Finance, (December 1978), pp. 1333-1342.
  10. Harrison, J.M., Kreps D.M. - Martingales and arbitrage in multiperiod securities markets// Journal of Economic Theory, vol.20 (1979), pp.381-408.
  11. Ingersoll J.E. - A contingent claims valuation of convertible securities// Journal of Financial Economy, (May 1977), pp. 289-322.
  12. Janjigian V. - The leverage changing consequences of convertible debt financing// Financial Management, (Autumn 1987), pp. 15-21.
  13. Kraus A., Stoll H.R. - Price impacts of block trading on the New York Stock Exchange// Journal of Finance, (June 1972), pp. 569-588.
  14. Lauterbach B., Schultz P. - Pricing warrants: an empirical study of the Black-Scholes model and its alternatives// Ibid, (September 1990), pp. 1181-1209.
  15. Leonard D.C., Solt M.E. - On using the Black-Scholes model to value warrants// Financial Research, (Summer 1990), pp. 81-92.
  16. Phelps K.L., Moore W.T., Roenfeldt R.L. - Equity valuation effects of warrant-debt financing// Ibid, (Summer 1991), pp. 93-103.
  17. Rubinstein M. - Derivative assets analysis// Economic Perspectives, vol.1 (Fall no.2 1987), pp.73-93.
  18. Samuelson, P.A. - Rational theory of warrant price// Industrial Management Review, (Spring 1965), pp.13-39.
  19. Schwartz E.S. - The valuation of warrants: implementing a new approach// Journal of Financial Economy, (January 1977), pp. 79-93.
  20. Aggarwal R., Rivoli P. - Fads in the initial public offering market?// Financial Management (Winter 1990), pp. 45-57.
  21. Block S., Stanley M. - The financial characteristics and price movement patterns of companies approaching the unseasoned securities market in the late 1970s// Ibid (Winter 1980), pp. 30-36.
  22. Bowyer J.W., Yawitz J.B. - Effect of new equity issues on utility stock prices// Public Utilities Fortnightly (May 1980), pp. 25-28.
  23. Bragat S. - The evidence of shelf registration// Midland Corporate Finance Journal (Spring 1984), pp. 6-12.
  24. Carter R., Manaster S. - Initial public offerings and underwriter reputation// Journal of Finance (September 1990), pp. 1045-1067.
  25. Clark J.J. - Some recent trends in municipal and corporate securities markets: an interview with Brenton W. Harries, president of Standard & PoorТs Corporation // Financial Management (Spring 1986), pp. 9-17.
  26. Crabbe L. - Event risk: an analysis of losses to bondholders and Уsuрer poison рutФ bond covenants// Journal of Finance (June 1991), pp. 689-706.
  27. Fabozzi F.J. - Does listing on the AMEX increase the value of equity?// Financial Management (Spring 1981), pp. 43-50.
  28. Ferri M.G. - An empirical examination of determinants of bond yield spreads// Ibid (Autumn 1978), pp. 40-46.
  29. Gentry J.A., Whitford D.T., Newbold P. - Prediction industrial bond ratings with a Probit model and funds flow components// Financial Review (August 1988), pp. 269-286.
  30. Hand J.R.M., Holthausen R.W., Leftwich R.W. - The effect of bond rating agency announcements on bond and stock prices// Journal of Finance (June 1992), pp. 733-752.
  31. Hansen R.S., Pinkerton J.M. - Direct equity financing: a resolution to a paradox// Journal of Finance (June 1982), pp. 651-665.
  32. Hsueh L.P., Kidwell D.S. - Bond ratings: are two better than one?// Financial Management (Spring 1988), pp. 46-53.
  33. Ibbotson R.G., Sindelar J.L., Ritter J.R. - Initial public offerings// Journal of Applied Corporate Finance (Summer 1988), pp. 37-45.
  34. Jurin B. - Raising equity in an efficient market// Midland Corporate Finance Journal (Winter 1988), pp. 53-60.
  35. Loderer C., Cooney J.W., Van Drunen L.D. - The price elasticity of demand for common stock// Journal of Finance (June 1991), pp. 621-651.
  36. Logue D., Jarrow R.A. - Negotiation versus competitive bidding in the sate of securities by public utilities// Financial Management (Autumn 1978), pp. 31-39.
  37. Lucas D.J., Mcdonald R.L. - Equity issues and stock price dynamics// Journal of Finance (September 1990), pp. 1019-1043.
  38. Pinches G.E., Singleton J.C., Jahankhani A. -Fixed coverage as a determinant of electric utility bond ratings// Financial Management (Summer 1978), pp. 45-55.
  39. Ritter J.R. - The long-run performance of initial public offerings// Journal of Finance (March 1991), pp. 3-27.
  40. Smith C.W. - Raising capital: theory and evidence// Midland Corporate Finance Journal (Spring 1986), pp. 6-22.
  41. Thompson G.R., Vaz P. - Dual bond ratings: a test of the certification function of rating agencies// Financial Review (August 1990), pp. 457-471.
  42. Weinsten M.I. - The seasoning process of new corporate bond issues// Financial Review (December 1978), pp. 1343-1354.
  43. Zwick B. - Yields on privately placed corporate bonds// Ibid (March 1980), pp. 23-29.
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