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Structural Credit Risk Models, Bankruptcy Prediction, Risk-Neutral Pricing
Convertible bonds, Risk-shifting, Asset substitution, Agency conflict, Financial distress, Asset volatility, Contingent claims
Contingent-claims analysis, Corporate Diversification, Risk-Shifting
Credit Risk, Structural Model, Bond Spread, Credit Default Swap
Insider Trading, Market Microstructure, Corporate Announcements, Extreme Price Movements, Equity Options
Options; Order Flows; Disagreement; News
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-629X.
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Corporate diversification, Default risk, Agency problems, Risk‐shifting
telecommunications, real options, access pricing, margin squeezes, option games
contingent-claims analysis, diversification, conglomerate discount, reverse asset substitution
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